+25.7%
PYPL vs SNAP
-77.4%
+103.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +1.7% | +1.5% | +0.2% | +1.5% |
| 30D | -9.7% | +1.9% | -11.6% | -10.4% |
| 3M | +29.2% | -3.9% | +33.1% | +29.0% |
| 6M | +13.9% | +5.2% | +8.6% | +10.4% |
| YTD | -8.1% | -32.7% | +24.6% | -2.0% |
| 1Y | -21.4% | -24.8% | +3.4% | -18.6% |
| 3Y | -11.8% | -42.2% | +30.4% | -11.4% |
| 5Y | -81.1% | -92.7% | +11.5% | -74.6% |
| All | +25.7% | -77.4% | +103.1% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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