+18,443.8%
PAYX vs STZ
+9,075.1%
+9,368.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.6% | +1.7% | -2.7% |
| 7D | -6.9% | -7.4% | +0.5% | -5.3% |
| 30D | -2.6% | -10.9% | +8.3% | -0.1% |
| 3M | +19.4% | -13.4% | +32.9% | +23.2% |
| 6M | +18.7% | -16.2% | +34.9% | +22.8% |
| YTD | +7.8% | -10.4% | +18.2% | +9.4% |
| 1Y | -9.9% | -14.8% | +4.9% | -7.6% |
| 3Y | +7.4% | -50.1% | +57.6% | +22.7% |
| 5Y | +21.8% | -38.8% | +60.6% | +32.8% |
| 10Y | +161.3% | -14.1% | +175.4% | +160.6% |
| All | +18,443.8% | +9,075.1% | +9,368.7% | +9,538.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling