+22.0%
PAYX vs STRL
+2,049.2%
-2,027.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | -7.9% | +5.4% | -13.3% | -8.0% |
| 30D | -5.0% | -9.0% | +3.9% | -5.0% |
| 3M | +15.1% | -37.1% | +52.2% | +15.9% |
| 6M | +23.9% | +17.8% | +6.1% | +18.6% |
| YTD | +6.2% | +58.3% | -52.2% | -1.4% |
| 1Y | -9.6% | +61.0% | -70.6% | -17.1% |
| 3Y | +5.8% | +517.8% | -512.0% | -23.0% |
| 5Y | +22.0% | +2,119.0% | -2,097.1% | -34.5% |
| All | +22.0% | +2,049.2% | -2,027.2% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling