+13,645.3%
PAYX vs SM
+1,670.2%
+11,975.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +3.6% | -7.5% | -4.3% |
| 7D | -6.9% | -0.2% | -6.8% | -6.9% |
| 30D | -2.6% | +31.5% | -34.1% | -5.1% |
| 3M | +19.4% | +17.3% | +2.1% | +17.3% |
| 6M | +18.7% | +48.5% | -29.9% | +13.8% |
| YTD | +7.8% | +106.3% | -98.5% | +0.2% |
| 1Y | -9.9% | +47.3% | -57.2% | -13.9% |
| 3Y | +7.4% | -1.4% | +8.9% | +4.5% |
| 5Y | +21.8% | +114.0% | -92.2% | +8.1% |
| 10Y | +161.3% | +12.5% | +148.8% | +100.5% |
| All | +13,645.3% | +1,670.2% | +11,975.1% | +7,856.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling