+1,450.8%
PAYC vs SBAC
+137.3%
+1,313.4%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.1% |
| 7D | -2.9% | -0.8% | -2.1% | -2.5% |
| 30D | +32.8% | +6.9% | +25.8% | +28.4% |
| 3M | +69.3% | -8.2% | +77.5% | +76.9% |
| 6M | +74.0% | -1.6% | +75.6% | +71.3% |
| YTD | +46.4% | -0.1% | +46.5% | +41.6% |
| 1Y | +4.2% | -0.5% | +4.6% | +0.7% |
| 3Y | -19.7% | -9.1% | -10.7% | -21.9% |
| 5Y | -52.0% | -43.8% | -8.2% | -37.3% |
| 10Y | +356.9% | +80.5% | +276.4% | +200.7% |
| All | +1,450.8% | +137.3% | +1,313.4% | +761.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling