+328.1%
PAYX vs SFM
+108.9%
+219.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.1% | -1.4% |
| 7D | -7.5% | -7.2% | -0.3% | -6.7% |
| 30D | -5.3% | -14.3% | +9.0% | -3.8% |
| 3M | +15.6% | -13.7% | +29.3% | +17.2% |
| 6M | +19.5% | -6.0% | +25.5% | +19.4% |
| YTD | +5.8% | -8.2% | +14.0% | +5.9% |
| 1Y | -10.9% | -46.2% | +35.4% | -5.6% |
| 3Y | +5.4% | +83.6% | -78.1% | -4.2% |
| 5Y | +20.4% | +212.7% | -192.3% | +1.8% |
| 10Y | +164.1% | +273.0% | -108.9% | +112.3% |
| All | +328.1% | +108.9% | +219.2% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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