+7.0%
PAYX vs SCCO
+177.0%
-170.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.5% |
| 7D | -4.9% | -2.7% | -2.2% | -4.9% |
| 30D | -3.8% | -0.7% | -3.1% | -3.8% |
| 3M | +17.9% | +8.1% | +9.8% | +18.2% |
| 6M | +26.1% | +4.1% | +22.0% | +26.6% |
| YTD | +6.7% | +41.1% | -34.4% | +4.5% |
| 1Y | -10.7% | +95.6% | -106.3% | -15.1% |
| 3Y | +7.0% | +179.3% | -172.3% | -3.7% |
| All | +7.0% | +177.0% | -170.1% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling