+36.9%
PYPL vs SM
+12.3%
+24.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.6% | -6.9% | -3.6% |
| 7D | +1.7% | -0.2% | +1.9% | +1.7% |
| 30D | -9.7% | +31.5% | -41.3% | -12.0% |
| 3M | +29.2% | +17.3% | +11.9% | +26.8% |
| 6M | +13.9% | +48.5% | -34.6% | +8.9% |
| YTD | -8.1% | +106.3% | -114.4% | -14.9% |
| 1Y | -21.4% | +47.3% | -68.7% | -25.1% |
| 3Y | -11.8% | -1.4% | -10.4% | -14.2% |
| 5Y | -81.1% | +114.0% | -195.2% | -83.0% |
| 10Y | +36.9% | +12.5% | +24.4% | -0.8% |
| All | +36.9% | +12.3% | +24.6% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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