-11.8%
PYPL vs SN
+430.5%
-442.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | -9.7% | -5.6% | -4.1% | -8.7% |
| 3M | +29.2% | +48.1% | -18.9% | +17.2% |
| 6M | +13.9% | +57.6% | -43.8% | +1.2% |
| YTD | -8.1% | +56.5% | -64.6% | -18.6% |
| 1Y | -21.4% | +52.6% | -73.9% | -30.3% |
| 3Y | -11.8% | +412.0% | -423.8% | -39.0% |
| All | -11.8% | +430.5% | -442.3% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling