-81.1%
PYPL vs SMTC
+110.0%
-191.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.0% | -13.2% | -4.9% |
| 7D | +1.7% | +22.9% | -21.2% | -2.0% |
| 30D | -9.7% | +16.6% | -26.4% | -12.7% |
| 3M | +29.2% | +2.4% | +26.8% | +25.7% |
| 6M | +13.9% | +98.3% | -84.4% | -4.8% |
| YTD | -8.1% | +120.7% | -128.8% | -25.3% |
| 1Y | -21.4% | +168.3% | -189.6% | -39.4% |
| 3Y | -11.8% | +571.7% | -583.5% | -54.9% |
| 5Y | -81.1% | +114.0% | -195.1% | -84.6% |
| All | -81.1% | +110.0% | -191.2% | -84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling