+21.5%
PAYX vs SIMO
+305.4%
-283.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -1.9% |
| 7D | -7.5% | +14.5% | -22.0% | -7.5% |
| 30D | -5.3% | +20.4% | -25.7% | -5.5% |
| 3M | +15.6% | +7.1% | +8.5% | +15.0% |
| 6M | +19.5% | +129.2% | -109.8% | +12.3% |
| YTD | +5.8% | +201.9% | -196.2% | -3.3% |
| 1Y | -10.9% | +235.5% | -246.4% | -19.5% |
| 3Y | +5.4% | +463.8% | -458.4% | -10.8% |
| All | +21.5% | +305.4% | -283.9% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling