-11.7%
PAYX vs SARO
-22.5%
+10.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | +0.4% |
| 7D | -4.9% | -3.1% | -1.8% | -4.6% |
| 30D | -3.8% | -12.2% | +8.4% | -2.8% |
| 3M | +17.9% | -7.4% | +25.2% | +18.1% |
| 6M | +26.1% | -15.3% | +41.3% | +27.5% |
| YTD | +6.7% | -16.2% | +22.9% | +8.0% |
| 1Y | -10.7% | -12.1% | +1.4% | -10.6% |
| All | -11.7% | -22.5% | +10.8% | -10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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