+34.8%
SMCI vs PYPL
-12.7%
+47.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.2% | -6.2% | -4.8% |
| 7D | -1.3% | -5.9% | +4.7% | +1.0% |
| 30D | +18.3% | -9.4% | +27.7% | +22.5% |
| 3M | +27.7% | +31.3% | -3.6% | +9.9% |
| 6M | +17.6% | +19.1% | -1.5% | +6.3% |
| YTD | +27.7% | -7.9% | +35.6% | +28.8% |
| 1Y | -14.9% | -17.9% | +3.0% | -9.1% |
| All | +34.8% | -12.7% | +47.5% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling