-26.7%
PYPL vs SN
+490.7%
-517.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.8% |
| 7D | +2.7% | -9.3% | +12.0% | +4.9% |
| 30D | -4.9% | -4.8% | -0.1% | -3.9% |
| 3M | +28.9% | +40.4% | -11.5% | +18.2% |
| 6M | +18.2% | +50.9% | -32.7% | +5.9% |
| YTD | -5.0% | +54.9% | -60.0% | -15.9% |
| 1Y | -18.8% | +43.0% | -61.9% | -27.0% |
| 3Y | -12.6% | +391.8% | -404.4% | -44.3% |
| All | -26.7% | +490.7% | -517.4% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling