+60.6%
PYPL vs SMTC
+504.8%
-444.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -0.9% |
| 7D | -1.1% | +30.5% | -31.6% | -7.4% |
| 30D | +3.8% | -30.9% | +34.7% | +10.8% |
| 3M | -1.3% | -14.7% | +13.4% | -2.0% |
| 6M | +29.0% | -9.6% | +38.6% | +21.2% |
| YTD | +0.7% | +62.1% | -61.3% | -21.8% |
| 1Y | -12.3% | +66.6% | -78.9% | -32.8% |
| 3Y | +7.6% | +718.1% | -710.4% | -61.1% |
| 5Y | -71.7% | +32.8% | -104.5% | -80.3% |
| 10Y | +47.1% | +354.1% | -307.1% | -41.8% |
| All | +60.6% | +504.8% | -444.2% | -46.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling