-7.5%
PAYX vs SGI
-17.2%
+9.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | -4.2% | +8.5% | -12.7% | -4.1% |
| 30D | +2.9% | +0.7% | +2.2% | +2.8% |
| 3M | +23.6% | +0.6% | +23.0% | +23.4% |
| 6M | +30.0% | -17.9% | +48.0% | +30.9% |
| YTD | +12.2% | -21.2% | +33.4% | +13.9% |
| 1Y | -7.5% | -18.9% | +11.4% | -4.2% |
| All | -7.5% | -17.2% | +9.7% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling