-71.8%
PYPL vs SNAP
-90.3%
+18.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +0.1% | +6.0% | -6.0% | -1.3% |
| 30D | +5.7% | -13.8% | +19.4% | +8.7% |
| 3M | -1.9% | -0.8% | -1.2% | -2.7% |
| 6M | +31.8% | -6.2% | +38.1% | +31.2% |
| YTD | +2.4% | -34.8% | +37.3% | +9.6% |
| 1Y | -8.2% | -38.7% | +30.4% | -0.6% |
| 3Y | +10.2% | -53.5% | +63.7% | +14.8% |
| All | -71.8% | -90.3% | +18.5% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling