+60.6%
PYPL vs SIMO
+576.4%
-515.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.6% |
| 7D | -1.1% | +14.9% | -16.0% | -3.7% |
| 30D | +3.8% | -27.0% | +30.8% | +8.6% |
| 3M | -1.3% | -25.4% | +24.1% | +1.5% |
| 6M | +29.0% | -30.3% | +59.3% | +29.5% |
| YTD | +0.7% | +95.8% | -95.0% | -25.2% |
| 1Y | -12.3% | +100.0% | -112.3% | -35.4% |
| 3Y | +7.6% | +238.3% | -230.6% | -33.9% |
| 5Y | -71.7% | +187.6% | -259.3% | -82.8% |
| 10Y | +47.1% | +422.5% | -375.4% | -30.9% |
| All | +60.6% | +576.4% | -515.8% | -32.2% |
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