+23.6%
PAYX vs SHAK
-22.8%
+46.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.1% |
| 7D | -4.9% | -8.3% | +3.4% | -3.8% |
| 30D | -3.8% | -12.6% | +8.8% | -2.2% |
| 3M | +17.9% | +9.1% | +8.7% | +16.2% |
| 6M | +26.1% | -31.2% | +57.3% | +30.1% |
| YTD | +6.7% | -21.6% | +28.3% | +7.7% |
| 1Y | -10.7% | -38.8% | +28.0% | -6.8% |
| 3Y | +7.0% | +0.6% | +6.4% | -1.2% |
| All | +23.6% | -22.8% | +46.3% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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