+23.6%
PAYX vs SMTC
+122.8%
-99.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.1% | -4.6% | +0.3% |
| 7D | -4.9% | +13.1% | -17.9% | -5.4% |
| 30D | -3.8% | +19.5% | -23.3% | -4.8% |
| 3M | +17.9% | +2.2% | +15.6% | +17.2% |
| 6M | +26.1% | +94.9% | -68.8% | +18.0% |
| YTD | +6.7% | +127.0% | -120.2% | -1.7% |
| 1Y | -10.7% | +174.6% | -185.3% | -19.7% |
| 3Y | +7.0% | +615.9% | -609.0% | -22.5% |
| All | +23.6% | +122.8% | -99.2% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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