+63.8%
PYPL vs SGI
+293.5%
-229.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.2% | -10.5% | +9.3% | +2.0% |
| 30D | +6.1% | +0.1% | +6.0% | +5.9% |
| 3M | +1.1% | -4.0% | +5.0% | +1.8% |
| 6M | +32.7% | -5.6% | +38.4% | +33.5% |
| YTD | +2.8% | -29.5% | +32.3% | +11.2% |
| 1Y | -10.8% | -31.5% | +20.7% | -2.7% |
| 3Y | +9.8% | +71.6% | -61.8% | -9.9% |
| 5Y | -70.2% | +50.5% | -120.8% | -75.7% |
| 10Y | +50.1% | +333.9% | -283.8% | -12.6% |
| All | +63.8% | +293.5% | -229.6% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling