+76.0%
PAYC vs SBAC
-11.7%
+87.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.3% |
| 7D | -9.5% | -2.8% | -6.7% | -8.1% |
| 30D | +3.3% | +3.1% | +0.1% | +1.6% |
| 3M | +14.5% | +5.1% | +9.4% | +12.5% |
| 6M | +76.0% | -11.4% | +87.4% | +82.1% |
| All | +76.0% | -11.7% | +87.7% | +82.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling