+164.0%
PAYX vs STRL
+7,221.5%
-7,057.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.4% | -4.9% | +0.1% |
| 7D | -4.9% | +5.0% | -9.9% | -5.3% |
| 30D | -3.8% | -6.9% | +3.1% | -3.4% |
| 3M | +17.9% | -39.1% | +56.9% | +22.2% |
| 6M | +26.1% | +21.5% | +4.6% | +16.4% |
| YTD | +6.7% | +66.9% | -60.1% | -6.6% |
| 1Y | -10.7% | +61.6% | -72.4% | -22.7% |
| 3Y | +7.0% | +560.0% | -553.0% | -32.1% |
| 5Y | +22.6% | +2,238.9% | -2,216.2% | -42.0% |
| All | +164.0% | +7,221.5% | -7,057.5% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling