-80.6%
PYPL vs SPMO
+149.5%
-230.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.2% | +0.4% |
| 7D | -2.3% | -0.9% | -1.3% | -1.6% |
| 30D | -9.0% | -1.9% | -7.1% | -7.8% |
| 3M | +30.6% | -1.4% | +31.9% | +28.3% |
| 6M | +18.6% | +25.5% | -6.9% | -9.6% |
| YTD | -7.2% | +24.8% | -32.0% | -28.9% |
| 1Y | -19.3% | +24.5% | -43.7% | -38.0% |
| 3Y | -12.3% | +157.1% | -169.4% | -71.9% |
| All | -80.6% | +149.5% | -230.1% | -93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling