+65.4%
PAYX vs SITM
+4,532.8%
-4,467.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.7% | +0.2% |
| 7D | -7.9% | +4.8% | -12.8% | -8.3% |
| 30D | -5.0% | -9.7% | +4.7% | -4.5% |
| 3M | +15.1% | -9.3% | +24.4% | +14.6% |
| 6M | +23.9% | +69.5% | -45.6% | +15.3% |
| YTD | +6.2% | +70.5% | -64.4% | -2.0% |
| 1Y | -9.6% | +145.3% | -154.9% | -20.4% |
| 3Y | +5.8% | +432.8% | -427.0% | -19.0% |
| 5Y | +22.0% | +174.0% | -152.1% | -5.8% |
| All | +65.4% | +4,532.8% | -4,467.5% | -8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling