+38.8%
PYPL vs SMTC
+504.7%
-465.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.1% |
| 7D | -4.3% | +22.5% | -26.8% | -9.2% |
| 30D | -11.5% | +24.9% | -36.4% | -17.0% |
| 3M | +26.1% | +4.1% | +22.1% | +20.4% |
| 6M | +13.7% | +92.6% | -78.9% | -10.4% |
| YTD | -9.8% | +122.5% | -132.3% | -32.4% |
| 1Y | -22.1% | +166.2% | -188.3% | -45.3% |
| 3Y | -13.5% | +577.2% | -590.7% | -63.8% |
| 5Y | -81.6% | +119.0% | -200.6% | -88.4% |
| 10Y | +38.8% | +527.9% | -489.1% | -37.8% |
| All | +38.8% | +504.7% | -465.9% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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