-20.9%
PYPL vs SN
+671.3%
-692.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.2% | +1.0% |
| 7D | +0.1% | +1.5% | -1.5% | -0.3% |
| 30D | +5.7% | +21.5% | -15.8% | +0.9% |
| 3M | -1.9% | +20.0% | -22.0% | -6.3% |
| 6M | +31.8% | +119.9% | -88.1% | +8.4% |
| YTD | +2.4% | +102.3% | -99.9% | -15.0% |
| 1Y | -8.2% | +148.0% | -156.2% | -27.9% |
| 3Y | +10.2% | +450.0% | -439.8% | -31.3% |
| All | -20.9% | +671.3% | -692.2% | -51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling