+6.4%
PAYX vs SIMO
+443.5%
-437.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.5% | +4.9% | +0.2% |
| 7D | -7.9% | +12.5% | -20.5% | -7.6% |
| 30D | -5.0% | +18.4% | -23.5% | -4.6% |
| 3M | +15.1% | +5.6% | +9.5% | +14.9% |
| 6M | +23.9% | +116.9% | -93.0% | +18.7% |
| YTD | +6.2% | +188.4% | -182.2% | -1.1% |
| 1Y | -9.6% | +221.3% | -230.9% | -17.1% |
| All | +6.4% | +443.5% | -437.1% | -14.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling