+66.2%
PAYX vs SITM
+4,789.7%
-4,723.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.1% |
| 7D | -4.9% | +3.9% | -8.7% | -5.1% |
| 30D | -3.8% | -6.6% | +2.8% | -3.5% |
| 3M | +17.9% | -11.9% | +29.7% | +17.8% |
| 6M | +26.1% | +81.1% | -55.1% | +16.6% |
| YTD | +6.7% | +80.0% | -73.2% | -1.9% |
| 1Y | -10.7% | +145.8% | -156.6% | -21.2% |
| 3Y | +7.0% | +475.9% | -468.9% | -18.7% |
| 5Y | +22.6% | +189.2% | -166.6% | -5.7% |
| All | +66.2% | +4,789.7% | -4,723.4% | -8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling