+761.1%
PAYX vs SPXS
-100.0%
+861.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.9% |
| 7D | -7.9% | +6.4% | -14.3% | -6.1% |
| 30D | -5.0% | +6.0% | -11.0% | -3.2% |
| 3M | +15.1% | -11.6% | +26.7% | +11.1% |
| 6M | +23.9% | -28.7% | +52.6% | +12.5% |
| YTD | +6.2% | -26.3% | +32.4% | -2.2% |
| 1Y | -9.6% | -34.9% | +25.3% | -19.6% |
| 3Y | +5.8% | -79.5% | +85.3% | -29.2% |
| 5Y | +22.0% | -85.9% | +107.9% | -16.3% |
| 10Y | +165.1% | -99.5% | +264.6% | -10.7% |
| All | +761.1% | -100.0% | +861.1% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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