+164.0%
PAYX vs SIMO
+605.2%
-441.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | 0.0% |
| 7D | -4.9% | +11.0% | -15.9% | -5.7% |
| 30D | -3.8% | +17.9% | -21.7% | -5.3% |
| 3M | +17.9% | +3.9% | +14.0% | +15.8% |
| 6M | +26.1% | +131.0% | -105.0% | +10.1% |
| YTD | +6.7% | +209.3% | -202.6% | -11.3% |
| 1Y | -10.7% | +223.8% | -234.5% | -26.8% |
| 3Y | +7.0% | +479.2% | -472.3% | -21.9% |
| 5Y | +22.6% | +316.0% | -293.4% | -8.7% |
| All | +164.0% | +605.2% | -441.1% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling