+721.2%
PAYX vs SNY
+241.9%
+479.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -4.9% | -3.3% | -1.5% | -3.6% |
| 30D | -3.8% | -2.2% | -1.6% | -3.0% |
| 3M | +17.9% | -3.0% | +20.9% | +19.2% |
| 6M | +26.1% | +2.7% | +23.3% | +24.4% |
| YTD | +6.7% | -6.8% | +13.6% | +8.9% |
| 1Y | -10.7% | -5.3% | -5.5% | -9.8% |
| 3Y | +7.0% | -9.8% | +16.8% | +6.6% |
| 5Y | +22.6% | +9.7% | +12.9% | +10.7% |
| 10Y | +166.5% | +64.5% | +102.0% | +101.6% |
| All | +721.2% | +241.9% | +479.3% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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