+164.0%
PAYX vs SRE
+122.3%
+41.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.9% |
| 7D | -4.9% | -0.8% | -4.0% | -4.5% |
| 30D | -3.8% | -3.0% | -0.8% | -2.7% |
| 3M | +17.9% | -8.3% | +26.2% | +22.1% |
| 6M | +26.1% | -8.9% | +35.0% | +30.3% |
| YTD | +6.7% | -4.3% | +11.0% | +7.3% |
| 1Y | -10.7% | +2.7% | -13.5% | -13.7% |
| 3Y | +7.0% | +28.7% | -21.7% | -11.6% |
| 5Y | +22.6% | +47.1% | -24.5% | -6.8% |
| All | +164.0% | +122.3% | +41.7% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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