+35,732.2%
PAYX vs SAN
+2,106.1%
+33,626.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.5% | -3.5% | -3.8% |
| 7D | -6.9% | +3.3% | -10.3% | -7.8% |
| 30D | -2.6% | +1.1% | -3.7% | -2.9% |
| 3M | +19.4% | +22.2% | -2.8% | +12.5% |
| 6M | +18.7% | +36.0% | -17.4% | +7.8% |
| YTD | +7.8% | +28.2% | -20.5% | -1.0% |
| 1Y | -9.9% | +54.1% | -64.0% | -21.6% |
| 3Y | +7.4% | +354.2% | -346.8% | -32.5% |
| 5Y | +21.8% | +387.3% | -365.5% | -27.3% |
| 10Y | +161.3% | +334.8% | -173.5% | +51.0% |
| All | +35,732.2% | +2,106.1% | +33,626.1% | +12,124.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling