-10.7%
PAYX vs SN
+38.1%
-48.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.6% |
| 7D | -4.9% | -7.3% | +2.4% | -4.6% |
| 30D | -3.8% | -13.6% | +9.8% | -3.3% |
| 3M | +17.9% | +18.6% | -0.7% | +17.9% |
| 6M | +26.1% | +46.0% | -19.9% | +26.3% |
| YTD | +6.7% | +43.7% | -37.0% | +6.9% |
| 1Y | -10.7% | +39.2% | -49.9% | -12.9% |
| All | -10.7% | +38.1% | -48.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling