+266.9%
PAYX vs SHAK
+35.4%
+231.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.2% | -2.6% | +0.1% |
| 7D | -4.9% | -8.3% | +3.4% | -3.6% |
| 30D | -3.8% | -12.6% | +8.8% | -1.9% |
| 3M | +17.9% | +9.1% | +8.7% | +15.9% |
| 6M | +26.1% | -31.2% | +57.3% | +30.8% |
| YTD | +6.7% | -21.6% | +28.3% | +8.2% |
| 1Y | -10.7% | -38.8% | +28.0% | -6.2% |
| 3Y | +7.0% | +0.6% | +6.4% | -0.4% |
| 5Y | +22.6% | -22.5% | +45.1% | +14.6% |
| 10Y | +166.5% | +85.3% | +81.2% | +106.3% |
| All | +266.9% | +35.4% | +231.4% | +185.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling