+1,913.3%
SMH vs PYPL
+57.7%
+1,855.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.7% |
| 7D | +4.9% | +0.1% | +4.8% | +4.9% |
| 30D | -13.8% | +5.7% | -19.5% | -15.9% |
| 3M | -17.4% | -1.9% | -15.5% | -17.4% |
| 6M | -15.0% | +31.8% | -46.8% | -26.5% |
| YTD | +35.2% | +2.4% | +32.7% | +27.9% |
| 1Y | +41.6% | -8.2% | +49.8% | +40.7% |
| 3Y | +215.6% | +10.2% | +205.4% | +173.5% |
| 5Y | +233.2% | -71.2% | +304.4% | +414.4% |
| 10Y | +1,458.7% | +49.6% | +1,409.1% | +971.6% |
| All | +1,913.3% | +57.7% | +1,855.6% | +1,214.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling