-10.7%
PAYX vs STLA
-40.1%
+29.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.7% | +0.5% |
| 7D | -4.9% | -2.9% | -2.0% | -4.8% |
| 30D | -3.8% | +0.9% | -4.7% | -3.8% |
| 3M | +17.9% | -21.6% | +39.5% | +17.2% |
| 6M | +26.1% | -21.6% | +47.7% | +24.9% |
| YTD | +6.7% | -50.4% | +57.2% | +7.0% |
| 1Y | -10.7% | -43.6% | +32.8% | -11.3% |
| All | -10.7% | -40.1% | +29.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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