-10.7%
PAYX vs SRE
+4.6%
-15.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.5% |
| 7D | -4.9% | -0.8% | -4.0% | -4.9% |
| 30D | -3.8% | -3.0% | -0.8% | -4.1% |
| 3M | +17.9% | -8.3% | +26.2% | +17.0% |
| 6M | +26.1% | -8.9% | +35.0% | +24.7% |
| YTD | +6.7% | -4.3% | +11.0% | +5.2% |
| 1Y | -10.7% | +2.7% | -13.5% | -14.4% |
| All | -10.7% | +4.6% | -15.3% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling