+6.4%
PAYX vs SM
-0.7%
+7.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.3% |
| 7D | -7.9% | +2.1% | -10.1% | -8.1% |
| 30D | -5.0% | +18.1% | -23.2% | -6.8% |
| 3M | +15.1% | +17.0% | -1.9% | +12.7% |
| 6M | +23.9% | +55.4% | -31.5% | +17.4% |
| YTD | +6.2% | +108.6% | -102.4% | -2.5% |
| 1Y | -9.6% | +45.7% | -55.3% | -14.0% |
| All | +6.4% | -0.7% | +7.1% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 3y: compounded portfolio wealth divided by compounded SM 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…
3y analysis · Full analysis span regression · 6 months rolling