+9.7%
PYPL vs SNAP
-53.8%
+63.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.0% | +0.9% |
| 7D | +3.9% | -7.1% | +11.0% | +5.1% |
| 30D | +7.8% | -14.6% | +22.4% | +10.5% |
| 3M | -0.7% | -5.0% | +4.3% | -0.6% |
| 6M | +28.8% | -18.8% | +47.6% | +31.7% |
| YTD | +2.4% | -38.5% | +40.9% | +9.4% |
| 1Y | -9.6% | -38.1% | +28.5% | -3.7% |
| 3Y | +9.7% | -53.8% | +63.4% | -1.4% |
| All | +9.7% | -53.8% | +63.5% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling