+6.4%
PAYX vs SN
+349.8%
-343.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.3% | +0.7% |
| 7D | -7.9% | -7.2% | -0.7% | -7.3% |
| 30D | -5.0% | -13.4% | +8.3% | -3.9% |
| 3M | +15.1% | +26.8% | -11.7% | +12.8% |
| 6M | +23.9% | +44.6% | -20.7% | +20.0% |
| YTD | +6.2% | +45.3% | -39.1% | +2.6% |
| 1Y | -9.6% | +40.1% | -49.7% | -12.5% |
| All | +6.4% | +349.8% | -343.5% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling