-7.5%
PAYX vs STZ
-10.2%
+2.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.7% |
| 7D | -4.2% | -1.9% | -2.3% | -4.1% |
| 30D | +2.9% | -1.9% | +4.8% | +3.1% |
| 3M | +23.6% | -6.2% | +29.9% | +24.0% |
| 6M | +30.0% | -14.0% | +44.0% | +29.4% |
| YTD | +12.2% | -5.1% | +17.3% | +7.8% |
| 1Y | -7.5% | -9.6% | +2.1% | -12.0% |
| All | -7.5% | -10.2% | +2.7% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling