+38.8%
PYPL vs SNPS
+562.2%
-523.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.1% |
| 7D | -4.3% | -5.5% | +1.1% | -1.4% |
| 30D | -11.5% | -4.5% | -7.0% | -9.8% |
| 3M | +26.1% | -15.5% | +41.6% | +35.9% |
| 6M | +13.7% | -10.1% | +23.7% | +16.6% |
| YTD | -9.8% | -16.3% | +6.4% | -3.8% |
| 1Y | -22.1% | -34.9% | +12.9% | -11.8% |
| 3Y | -13.5% | -14.4% | +0.9% | -29.2% |
| 5Y | -81.6% | +17.9% | -99.5% | -89.0% |
| 10Y | +38.8% | +574.2% | -535.5% | -77.8% |
| All | +38.8% | +562.2% | -523.4% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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