+50.1%
PYPL vs SMTC
+382.5%
-332.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +10.3% | -9.1% | -1.1% |
| 7D | -1.2% | +12.9% | -14.0% | -4.6% |
| 30D | +6.1% | -25.6% | +31.7% | +11.2% |
| 3M | +1.1% | -4.5% | +5.6% | -2.3% |
| 6M | +32.7% | -8.3% | +41.0% | +24.7% |
| YTD | +2.8% | +69.9% | -67.1% | -20.5% |
| 1Y | -10.8% | +73.9% | -84.7% | -31.8% |
| 3Y | +9.8% | +757.7% | -747.9% | -60.3% |
| 5Y | -70.2% | +38.7% | -108.9% | -79.1% |
| 10Y | +50.1% | +376.1% | -326.1% | -31.9% |
| All | +50.1% | +382.5% | -332.5% | -31.9% |
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