+1,821.4%
PAYS vs SPY
+596.6%
+1,224.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +4.3% | +0.1% | +4.2% | +4.3% |
| 30D | +40.3% | +0.1% | +40.2% | +40.2% |
| 3M | +93.0% | +2.0% | +91.0% | +91.1% |
| 6M | +253.9% | +13.0% | +240.9% | +235.2% |
| YTD | +161.2% | +13.5% | +147.6% | +147.0% |
| 1Y | +156.7% | +20.0% | +136.7% | +137.5% |
| 3Y | +495.1% | +77.2% | +417.9% | +379.0% |
| 5Y | +446.7% | +81.9% | +364.9% | +337.9% |
| 10Y | +8,306.2% | +314.1% | +7,992.2% | +6,316.2% |
| All | +1,821.4% | +596.6% | +1,224.8% | +1,077.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling