-21.5%
PAYC vs SNY
-9.6%
-11.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -5.5% | -3.3% | -2.2% | -5.2% |
| 30D | +3.8% | -2.2% | +5.9% | +4.0% |
| 3M | +65.8% | -3.0% | +68.8% | +66.2% |
| 6M | +68.7% | +2.7% | +66.0% | +68.4% |
| YTD | +38.3% | -6.8% | +45.2% | +39.0% |
| 1Y | -2.4% | -5.3% | +2.9% | -2.0% |
| 3Y | -21.5% | -9.8% | -11.8% | -18.3% |
| All | -21.5% | -9.6% | -11.9% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling