-71.8%
PYPL vs SPMO
+114.1%
-185.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.8% |
| 7D | +0.1% | +6.3% | -6.3% | -4.4% |
| 30D | +5.7% | -8.9% | +14.5% | +12.2% |
| 3M | -1.9% | -13.2% | +11.3% | +7.8% |
| 6M | +31.8% | -9.3% | +41.1% | +34.9% |
| YTD | +2.4% | +11.6% | -9.1% | -15.4% |
| 1Y | -8.2% | +13.4% | -21.6% | -25.6% |
| 3Y | +10.2% | +122.9% | -112.7% | -60.2% |
| All | -71.8% | +114.1% | -185.9% | -89.8% |
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