+2,273.1%
SMH vs PYPL
+41.5%
+2,231.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.2% | +4.4% | +2.5% |
| 7D | +5.2% | +1.7% | +3.5% | +4.3% |
| 30D | -1.5% | -9.7% | +8.2% | +2.2% |
| 3M | -4.1% | +29.2% | -33.3% | -16.3% |
| 6M | +50.8% | +13.9% | +36.9% | +38.2% |
| YTD | +59.3% | -8.1% | +67.4% | +58.3% |
| 1Y | +94.1% | -21.4% | +115.5% | +105.6% |
| 3Y | +286.7% | -11.8% | +298.5% | +270.7% |
| 5Y | +339.4% | -81.1% | +420.6% | +734.8% |
| 10Y | +1,803.3% | +36.9% | +1,766.3% | +1,259.1% |
| All | +2,273.1% | +41.5% | +2,231.6% | +1,526.7% |
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 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