+63.2%
PYPL vs SM
-19.3%
+82.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.4% |
| 7D | +3.9% | -25.9% | +29.8% | +6.4% |
| 30D | +7.8% | -15.1% | +22.9% | +9.0% |
| 3M | -0.7% | +4.9% | -5.5% | -1.6% |
| 6M | +28.8% | +6.1% | +22.6% | +26.9% |
| YTD | +2.4% | +63.4% | -61.1% | -3.4% |
| 1Y | -9.6% | +72.5% | -82.1% | -15.2% |
| 3Y | +9.7% | -16.9% | +26.6% | +8.1% |
| 5Y | -73.5% | -10.6% | -62.8% | -74.5% |
| 10Y | +46.5% | +11.3% | +35.2% | +12.5% |
| All | +63.2% | -19.3% | +82.5% | +19.7% |
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