+624.2%
PAYX vs SIMO
+3,544.2%
-2,919.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.2% | -10.1% | -4.6% |
| 7D | -6.9% | +14.6% | -21.5% | -8.3% |
| 30D | -2.6% | +6.2% | -8.8% | -3.6% |
| 3M | +19.4% | +3.6% | +15.9% | +16.7% |
| 6M | +18.7% | +130.8% | -112.1% | +3.5% |
| YTD | +7.8% | +195.8% | -188.0% | -9.4% |
| 1Y | -9.9% | +225.0% | -234.9% | -25.5% |
| 3Y | +7.4% | +452.3% | -444.9% | -18.5% |
| 5Y | +21.8% | +303.6% | -281.8% | -6.3% |
| 10Y | +161.3% | +528.8% | -367.5% | +82.3% |
| All | +624.2% | +3,544.2% | -2,919.9% | +235.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling