-21.4%
PYPL vs SIMO
+235.9%
-257.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.4% | -3.3% |
| 7D | +1.7% | +14.6% | -12.9% | +1.6% |
| 30D | -9.7% | +6.2% | -16.0% | -9.8% |
| 3M | +29.2% | +3.6% | +25.7% | +27.9% |
| 6M | +13.9% | +130.8% | -116.9% | +4.2% |
| YTD | -8.1% | +195.8% | -203.9% | -20.3% |
| 1Y | -21.4% | +225.0% | -246.4% | -34.8% |
| All | -21.4% | +235.9% | -257.3% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SIMO 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling