+23.6%
PAYX vs SAN
+385.2%
-361.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.2% |
| 7D | -4.9% | +0.2% | -5.1% | -4.9% |
| 30D | -3.8% | +0.9% | -4.7% | -4.0% |
| 3M | +17.9% | +19.1% | -1.2% | +14.2% |
| 6M | +26.1% | +33.2% | -7.1% | +19.2% |
| YTD | +6.7% | +29.1% | -22.4% | +1.2% |
| 1Y | -10.7% | +50.2% | -61.0% | -18.1% |
| 3Y | +7.0% | +351.0% | -344.1% | -23.5% |
| All | +23.6% | +385.2% | -361.6% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 5y: compounded portfolio wealth divided by compounded SAN 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…
5y analysis · Full analysis span regression · 6 months rolling