+1,260.0%
PAYS vs SPY
+584.0%
+676.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | -35.2% | +2.6% | -37.8% | -36.0% |
| 30D | -37.2% | -2.0% | -35.2% | -36.7% |
| 3M | -26.9% | -2.8% | -24.1% | -26.0% |
| 6M | +63.3% | +2.1% | +61.2% | +61.6% |
| YTD | +84.9% | +11.5% | +73.4% | +76.2% |
| 1Y | +74.0% | +13.5% | +60.6% | +64.7% |
| 3Y | +293.4% | +77.7% | +215.7% | +216.4% |
| 5Y | +315.7% | +72.6% | +243.1% | +237.9% |
| 10Y | +4,910.5% | +308.2% | +4,602.4% | +3,754.9% |
| All | +1,260.0% | +584.0% | +676.0% | +739.9% |
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