+1,789.8%
SMH vs PYPL
+43.2%
+1,746.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.6% | -3.4% |
| 7D | +1.4% | -5.9% | +7.3% | +3.9% |
| 30D | -2.2% | -9.4% | +7.2% | +1.3% |
| 3M | -1.9% | +31.3% | -33.2% | -15.1% |
| 6M | +41.0% | +19.1% | +21.9% | +26.6% |
| YTD | +55.6% | -7.9% | +63.5% | +54.3% |
| 1Y | +86.8% | -17.9% | +104.7% | +94.1% |
| 3Y | +277.7% | -11.6% | +289.3% | +260.9% |
| 5Y | +324.2% | -81.0% | +405.2% | +720.8% |
| All | +1,789.8% | +43.2% | +1,746.6% | +1,287.7% |
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