+54.4%
PYPL vs SPMO
+460.5%
-406.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +3.2% |
| 7D | +0.1% | +6.3% | -6.3% | -5.8% |
| 30D | +5.7% | -8.9% | +14.5% | +14.1% |
| 3M | -1.9% | -13.2% | +11.3% | +10.6% |
| 6M | +31.8% | -9.3% | +41.1% | +36.2% |
| YTD | +2.4% | +11.6% | -9.1% | -16.7% |
| 1Y | -8.2% | +13.4% | -21.6% | -26.9% |
| 3Y | +10.2% | +122.9% | -112.7% | -61.0% |
| 5Y | -71.2% | +113.9% | -185.1% | -89.2% |
| All | +54.4% | +460.5% | -406.1% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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