-9.6%
PAYX vs STLD
+84.3%
-93.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.3% |
| 7D | -7.9% | -3.6% | -4.3% | -8.1% |
| 30D | -5.0% | -10.1% | +5.0% | -5.6% |
| 3M | +15.1% | -11.4% | +26.6% | +14.4% |
| 6M | +23.9% | +30.8% | -6.9% | +24.2% |
| YTD | +6.2% | +40.7% | -34.5% | +5.2% |
| 1Y | -9.6% | +80.8% | -90.4% | -11.9% |
| All | -9.6% | +84.3% | -93.9% | -11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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