+35,732.2%
PAYX vs STT
+7,281.4%
+28,450.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.6% |
| 7D | -6.9% | +2.2% | -9.1% | -7.5% |
| 30D | -2.6% | +3.9% | -6.5% | -3.7% |
| 3M | +19.4% | +19.2% | +0.3% | +13.3% |
| 6M | +18.7% | +60.4% | -41.7% | +3.4% |
| YTD | +7.8% | +51.5% | -43.7% | -4.7% |
| 1Y | -9.9% | +76.3% | -86.1% | -23.8% |
| 3Y | +7.4% | +200.7% | -193.3% | -22.5% |
| 5Y | +21.8% | +157.5% | -135.6% | -10.2% |
| 10Y | +161.3% | +262.0% | -100.7% | +68.5% |
| All | +35,732.2% | +7,281.4% | +28,450.8% | +9,304.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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