+50.1%
PYPL vs SIMO
+453.3%
-403.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.7% | -7.5% | -0.4% |
| 7D | -1.2% | +0.9% | -2.1% | -1.6% |
| 30D | +6.1% | -25.4% | +31.5% | +10.5% |
| 3M | +1.1% | -17.8% | +18.8% | +1.8% |
| 6M | +32.7% | -29.6% | +62.3% | +32.9% |
| YTD | +2.8% | +100.3% | -97.5% | -24.6% |
| 1Y | -10.8% | +100.4% | -111.1% | -34.7% |
| 3Y | +9.8% | +246.1% | -236.3% | -34.0% |
| 5Y | -70.2% | +189.8% | -260.0% | -82.2% |
| 10Y | +50.1% | +434.6% | -384.5% | -33.0% |
| All | +50.1% | +453.3% | -403.3% | -33.0% |
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