+29.6%
PAYX vs SOXQ
+286.7%
-257.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.8% | -1.2% | +0.3% |
| 7D | -4.9% | +0.8% | -5.6% | -5.0% |
| 30D | -3.8% | -4.6% | +0.8% | -3.3% |
| 3M | +17.9% | -10.2% | +28.0% | +18.6% |
| 6M | +26.1% | +49.7% | -23.6% | +12.2% |
| YTD | +6.7% | +67.2% | -60.5% | -8.0% |
| 1Y | -10.7% | +98.0% | -108.8% | -26.9% |
| 3Y | +7.0% | +237.2% | -230.2% | -30.6% |
| 5Y | +22.6% | +261.3% | -238.7% | -25.1% |
| All | +29.6% | +286.7% | -257.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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