-19.0%
PYPL vs SN
+46.4%
-65.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.2% | -3.1% |
| 7D | +2.4% | -9.3% | +11.8% | +3.8% |
| 30D | -5.1% | -4.8% | -0.3% | -4.6% |
| 3M | +28.6% | +40.4% | -11.9% | +22.1% |
| 6M | +17.9% | +50.9% | -33.0% | +10.2% |
| YTD | -5.3% | +54.9% | -60.2% | -12.5% |
| 1Y | -19.0% | +43.0% | -62.1% | -20.2% |
| All | -19.0% | +46.4% | -65.4% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling