+31.6%
PAYC vs SARO
-23.7%
+55.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | -10.2% | -4.0% | -6.2% | -9.7% |
| 30D | +2.0% | -16.1% | +18.1% | +4.5% |
| 3M | +58.3% | -4.5% | +62.8% | +57.2% |
| 6M | +64.5% | -17.0% | +81.5% | +67.9% |
| YTD | +36.5% | -17.5% | +54.1% | +39.2% |
| 1Y | -1.3% | -12.3% | +11.0% | -1.3% |
| All | +31.6% | -23.7% | +55.4% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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