+44.1%
PYPL vs SIMO
+514.4%
-470.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.7% | -11.7% | -4.7% |
| 7D | +2.7% | +4.2% | -1.6% | +1.7% |
| 30D | -4.9% | +4.1% | -9.0% | -6.2% |
| 3M | +28.9% | -12.9% | +41.8% | +28.3% |
| 6M | +18.2% | +110.3% | -92.1% | -7.9% |
| YTD | -5.0% | +178.6% | -183.6% | -32.4% |
| 1Y | -18.8% | +220.0% | -238.8% | -44.8% |
| 3Y | -12.6% | +409.0% | -421.6% | -49.5% |
| 5Y | -80.8% | +277.3% | -358.1% | -88.5% |
| All | +44.1% | +514.4% | -470.3% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling