-17.9%
PYPL vs SITM
+140.9%
-158.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +2.1% |
| 7D | -5.9% | +4.8% | -10.8% | -6.0% |
| 30D | -9.4% | -9.7% | +0.3% | -9.4% |
| 3M | +31.3% | -9.3% | +40.6% | +31.1% |
| 6M | +19.1% | +69.5% | -50.4% | +14.0% |
| YTD | -7.9% | +70.5% | -78.4% | -12.1% |
| 1Y | -17.9% | +145.3% | -163.1% | -20.1% |
| All | -17.9% | +140.9% | -158.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling