+83.7%
PYPL vs SPMO
+495.2%
-411.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +3.1% |
| 7D | +0.1% | +6.3% | -6.3% | -5.7% |
| 30D | +5.7% | -8.9% | +14.5% | +14.0% |
| 3M | -1.9% | -13.2% | +11.3% | +10.4% |
| 6M | +31.8% | -9.3% | +41.1% | +36.3% |
| YTD | +2.4% | +11.6% | -9.1% | -16.3% |
| 1Y | -8.2% | +13.4% | -21.6% | -26.5% |
| 3Y | +10.2% | +122.9% | -112.7% | -60.0% |
| 5Y | -71.2% | +113.9% | -185.1% | -89.0% |
| 10Y | +49.6% | +460.5% | -411.0% | -73.4% |
| All | +83.7% | +495.2% | -411.5% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling