+1,770.3%
SMCI vs PYPL
+44.3%
+1,726.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +7.0% |
| 7D | +1.3% | -2.3% | +3.5% | +2.1% |
| 30D | +6.6% | -9.0% | +15.7% | +10.1% |
| 3M | +25.4% | +30.6% | -5.2% | +10.3% |
| 6M | +26.1% | +18.6% | +7.6% | +15.7% |
| YTD | +37.0% | -7.2% | +44.2% | +36.5% |
| 1Y | -8.8% | -19.3% | +10.5% | -4.1% |
| 3Y | +44.6% | -12.3% | +56.9% | +44.0% |
| 5Y | +995.9% | -80.9% | +1,076.8% | +1,683.5% |
| All | +1,770.3% | +44.3% | +1,726.1% | +1,413.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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