-7.5%
PAYX vs SITM
+174.8%
-182.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.5% | -9.2% | -2.2% |
| 7D | -4.2% | +9.7% | -13.9% | -3.6% |
| 30D | +2.9% | +12.7% | -9.8% | +4.0% |
| 3M | +23.6% | -13.4% | +37.0% | +24.0% |
| 6M | +30.0% | +59.6% | -29.6% | +32.7% |
| YTD | +12.2% | +73.3% | -61.1% | +14.7% |
| 1Y | -7.5% | +165.5% | -173.0% | -4.1% |
| All | -7.5% | +174.8% | -182.2% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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