+23.6%
PAYX vs SGI
+47.3%
-23.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.4% | +0.4% |
| 7D | -4.9% | -4.5% | -0.4% | -4.1% |
| 30D | -3.8% | +4.2% | -8.0% | -4.6% |
| 3M | +17.9% | -7.4% | +25.3% | +19.1% |
| 6M | +26.1% | -15.1% | +41.1% | +28.5% |
| YTD | +6.7% | -24.7% | +31.4% | +11.5% |
| 1Y | -10.7% | -21.8% | +11.0% | -7.9% |
| 3Y | +7.0% | +50.0% | -43.1% | -7.1% |
| All | +23.6% | +47.3% | -23.8% | +0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling