-10.7%
PAYX vs SIMO
+239.1%
-249.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | +1.2% |
| 7D | -4.9% | +11.0% | -15.9% | -3.9% |
| 30D | -3.8% | +17.9% | -21.7% | -2.2% |
| 3M | +17.9% | +3.9% | +14.0% | +19.4% |
| 6M | +26.1% | +131.0% | -105.0% | +28.4% |
| YTD | +6.7% | +209.3% | -202.6% | +8.2% |
| 1Y | -10.7% | +223.8% | -234.5% | -8.7% |
| All | -10.7% | +239.1% | -249.8% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling