-53.1%
PAYC vs SBAC
-44.4%
-8.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | -7.9% | -0.1% | -7.8% | -7.9% |
| 30D | +2.1% | +3.2% | -1.1% | +0.9% |
| 3M | +61.8% | -5.1% | +66.8% | +64.8% |
| 6M | +59.9% | -2.1% | +62.0% | +58.7% |
| YTD | +38.5% | -0.5% | +39.0% | +35.4% |
| 1Y | -1.4% | +1.1% | -2.5% | -4.4% |
| 3Y | -21.0% | -7.4% | -13.6% | -23.1% |
| All | -53.1% | -44.4% | -8.7% | -36.1% |
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