+149.4%
PAYX vs SNAP
-76.3%
+225.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | +0.3% |
| 7D | -4.9% | +3.8% | -8.7% | -5.2% |
| 30D | -3.8% | +9.2% | -13.0% | -4.6% |
| 3M | +17.9% | +6.6% | +11.3% | +16.8% |
| 6M | +26.1% | +16.9% | +9.2% | +23.6% |
| YTD | +6.7% | -29.6% | +36.4% | +8.8% |
| 1Y | -10.7% | -22.1% | +11.3% | -10.1% |
| 3Y | +7.0% | -39.8% | +46.8% | +5.7% |
| 5Y | +22.6% | -92.4% | +115.0% | +35.5% |
| All | +149.4% | -76.3% | +225.7% | +118.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling