+40.6%
PYPL vs SNAP
-77.7%
+118.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.8% | -5.6% | -0.3% |
| 7D | -1.2% | -9.8% | +8.6% | +0.7% |
| 30D | +6.1% | -18.2% | +24.3% | +10.2% |
| 3M | +1.1% | -3.1% | +4.1% | +0.8% |
| 6M | +32.7% | -7.1% | +39.9% | +32.4% |
| YTD | +2.8% | -33.8% | +36.6% | +9.2% |
| 1Y | -10.8% | -39.0% | +28.3% | -3.7% |
| 3Y | +9.8% | -52.8% | +62.6% | +14.8% |
| 5Y | -70.2% | -90.0% | +19.7% | -62.1% |
| All | +40.6% | -77.7% | +118.4% | +26.4% |
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