+65.4%
PYPL vs SM
-21.5%
+86.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.6% |
| 7D | +2.2% | -22.3% | +24.4% | +4.2% |
| 30D | +8.1% | -21.4% | +29.5% | +10.1% |
| 3M | +1.9% | +1.4% | +0.6% | +1.3% |
| 6M | +33.1% | +0.1% | +33.0% | +31.9% |
| YTD | +3.8% | +59.0% | -55.2% | -1.8% |
| 1Y | -8.3% | +64.3% | -72.6% | -13.6% |
| 3Y | +11.9% | -13.1% | +25.0% | +9.9% |
| 5Y | -70.4% | -13.9% | -56.6% | -71.5% |
| 10Y | +47.2% | +1.7% | +45.5% | +13.8% |
| All | +65.4% | -21.5% | +86.9% | +21.6% |
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