+63.2%
PYPL vs SIMO
+511.4%
-448.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -0.3% |
| 7D | +3.9% | -22.0% | +25.9% | +8.1% |
| 30D | +7.8% | -43.0% | +50.9% | +18.0% |
| 3M | -0.7% | -39.1% | +38.5% | +6.0% |
| 6M | +28.8% | -33.3% | +62.1% | +29.8% |
| YTD | +2.4% | +77.0% | -74.6% | -22.6% |
| 1Y | -9.6% | +73.0% | -82.6% | -31.3% |
| 3Y | +9.7% | +215.7% | -206.1% | -32.0% |
| 5Y | -73.5% | +155.6% | -229.1% | -83.5% |
| 10Y | +46.5% | +388.4% | -341.9% | -30.3% |
| All | +63.2% | +511.4% | -448.2% | -29.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling