+2,177.0%
PAYX vs STLD
+8,245.9%
-6,068.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.2% | +3.7% | +1.1% |
| 7D | -1.2% | +2.9% | -4.1% | -1.8% |
| 30D | +7.8% | -5.6% | +13.4% | +8.8% |
| 3M | -6.8% | -11.7% | +4.9% | -5.0% |
| 6M | +31.3% | -2.8% | +34.1% | +30.5% |
| YTD | +7.7% | +36.4% | -28.7% | -0.9% |
| 1Y | +8.1% | +50.0% | -41.9% | -2.5% |
| 3Y | +12.2% | +122.3% | -110.1% | -8.7% |
| 5Y | +8.9% | +273.2% | -264.3% | -22.4% |
| 10Y | +179.0% | +763.8% | -584.8% | +58.1% |
| All | +2,177.0% | +8,245.9% | -6,068.9% | +490.9% |
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 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