+620.2%
PAYX vs STLA
+252.7%
+367.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.1% | -0.9% | -3.4% |
| 7D | -6.9% | +0.7% | -7.7% | -7.0% |
| 30D | -2.6% | -2.4% | -0.2% | -2.3% |
| 3M | +19.4% | -23.9% | +43.3% | +24.4% |
| 6M | +18.7% | -24.6% | +43.3% | +23.0% |
| YTD | +7.8% | -50.5% | +58.3% | +18.8% |
| 1Y | -9.9% | -39.8% | +30.0% | -4.6% |
| 3Y | +7.4% | -65.6% | +73.1% | +21.8% |
| 5Y | +21.8% | -62.1% | +83.9% | +33.1% |
| 10Y | +161.3% | +47.8% | +113.5% | +130.8% |
| All | +620.2% | +252.7% | +367.5% | +502.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling