-14.8%
PYPL vs SMTC
+565.9%
-580.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -4.3% | +22.5% | -26.8% | -6.5% |
| 30D | -11.5% | +24.9% | -36.4% | -13.8% |
| 3M | +26.1% | +4.1% | +22.1% | +24.0% |
| 6M | +13.7% | +92.6% | -78.9% | +1.6% |
| YTD | -9.8% | +122.5% | -132.3% | -21.4% |
| 1Y | -22.1% | +166.2% | -188.3% | -34.2% |
| All | -14.8% | +565.9% | -580.7% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling