-48.9%
PAYC vs SBAC
-39.8%
-9.1%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -9.5% | -2.8% | -6.7% | -8.4% |
| 30D | +3.3% | +3.1% | +0.1% | +1.9% |
| 3M | +14.5% | +5.1% | +9.4% | +12.0% |
| 6M | +76.0% | -11.4% | +87.4% | +83.4% |
| YTD | +53.4% | +0.2% | +53.2% | +49.1% |
| 1Y | +43.8% | -3.9% | +47.7% | +42.5% |
| 3Y | +45.3% | -7.7% | +52.9% | +41.9% |
| 5Y | -48.9% | -39.7% | -9.2% | -33.9% |
| All | -48.9% | -39.8% | -9.1% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 5y: compounded portfolio wealth divided by compounded SBAC 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…
5y analysis · Full analysis span regression · 6 months rolling