+2,167.1%
PAYX vs STLD
+8,525.3%
-6,358.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -3.6% | +6.9% | -10.5% | -4.9% |
| 30D | +9.5% | -1.5% | +11.0% | +9.5% |
| 3M | -3.3% | -9.7% | +6.4% | -1.9% |
| 6M | +27.1% | +2.3% | +24.7% | +25.0% |
| YTD | +7.3% | +41.0% | -33.8% | -2.0% |
| 1Y | +8.3% | +51.8% | -43.5% | -2.5% |
| 3Y | +11.6% | +126.4% | -114.8% | -9.4% |
| 5Y | +8.5% | +285.7% | -277.2% | -23.2% |
| 10Y | +177.8% | +792.7% | -614.9% | +56.4% |
| All | +2,167.1% | +8,525.3% | -6,358.1% | +484.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling