+224.5%
PAYX vs SPMO
+566.1%
-341.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.2% |
| 7D | -4.9% | -0.9% | -3.9% | -4.3% |
| 30D | -3.8% | -1.9% | -1.9% | -2.9% |
| 3M | +17.9% | -1.4% | +19.2% | +16.1% |
| 6M | +26.1% | +25.5% | +0.6% | +2.8% |
| YTD | +6.7% | +24.8% | -18.1% | -12.8% |
| 1Y | -10.7% | +24.5% | -35.2% | -27.3% |
| 3Y | +7.0% | +157.1% | -150.2% | -53.2% |
| 5Y | +22.6% | +149.5% | -126.9% | -45.1% |
| 10Y | +166.5% | +518.1% | -351.5% | -29.3% |
| All | +224.5% | +566.1% | -341.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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