+23.6%
PAYX vs SITM
+187.3%
-163.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.5% | -5.0% | +0.2% |
| 7D | -4.9% | +3.9% | -8.7% | -5.1% |
| 30D | -3.8% | -6.6% | +2.8% | -3.6% |
| 3M | +17.9% | -11.9% | +29.7% | +17.9% |
| 6M | +26.1% | +81.1% | -55.1% | +17.3% |
| YTD | +6.7% | +80.0% | -73.2% | -1.3% |
| 1Y | -10.7% | +145.8% | -156.6% | -20.7% |
| 3Y | +7.0% | +475.9% | -468.9% | -19.1% |
| All | +23.6% | +187.3% | -163.7% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling