+10.2%
PYPL vs SMTC
+698.5%
-688.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.1% | +5.7% | +2.0% |
| 7D | +0.1% | +11.0% | -11.0% | -0.9% |
| 30D | +5.7% | -28.5% | +34.2% | +8.0% |
| 3M | -1.9% | -14.2% | +12.3% | -2.2% |
| 6M | +31.8% | -18.0% | +49.8% | +30.0% |
| YTD | +2.4% | +55.5% | -53.1% | -8.4% |
| 1Y | -8.2% | +69.5% | -77.8% | -19.2% |
| 3Y | +10.2% | +699.7% | -689.4% | -29.8% |
| All | +10.2% | +698.5% | -688.3% | -29.8% |
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 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