+7,747.1%
PAYS vs SPY
+318.9%
+7,428.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +3.1% |
| 7D | +2.9% | -2.0% | +4.9% | +5.3% |
| 30D | +5.6% | -1.7% | +7.3% | +7.7% |
| 3M | +91.9% | +4.7% | +87.2% | +81.1% |
| 6M | +262.5% | +12.5% | +250.0% | +214.1% |
| YTD | +159.0% | +11.7% | +147.3% | +126.6% |
| 1Y | +158.5% | +17.5% | +141.0% | +113.8% |
| 3Y | +517.6% | +76.6% | +441.0% | +225.3% |
| 5Y | +301.8% | +82.0% | +219.8% | +109.2% |
| All | +7,747.1% | +318.9% | +7,428.2% | +2,806.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling