-30.4%
PYPL vs SN
+476.8%
-507.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.1% |
| 7D | -4.3% | -3.4% | -0.9% | -3.6% |
| 30D | -11.5% | -9.1% | -2.4% | -9.6% |
| 3M | +26.1% | +31.8% | -5.6% | +17.5% |
| 6M | +13.7% | +52.0% | -38.4% | +1.6% |
| YTD | -9.8% | +51.3% | -61.1% | -19.8% |
| 1Y | -22.1% | +46.9% | -68.9% | -30.4% |
| 3Y | -13.5% | +394.9% | -408.4% | -45.0% |
| All | -30.4% | +476.8% | -507.2% | -54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling