+51.4%
PYPL vs SM
-1.7%
+53.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.8% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | -4.9% | +26.3% | -31.2% | -6.9% |
| 3M | +28.9% | +8.7% | +20.2% | +27.5% |
| 6M | +18.2% | +51.7% | -33.4% | +13.1% |
| YTD | -5.0% | +99.0% | -104.1% | -11.5% |
| 1Y | -18.8% | +34.6% | -53.4% | -21.9% |
| 3Y | -12.6% | -7.8% | -4.8% | -14.4% |
| 5Y | -80.8% | +104.8% | -185.6% | -82.6% |
| 10Y | +49.9% | +7.2% | +42.7% | +15.2% |
| All | +51.4% | -1.7% | +53.1% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling