+307.9%
PAYX vs SYF
+326.7%
-18.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.2% | -1.4% |
| 7D | -7.5% | -1.3% | -6.1% | -7.1% |
| 30D | -5.3% | -1.1% | -4.2% | -5.1% |
| 3M | +15.6% | +7.4% | +8.2% | +12.5% |
| 6M | +19.5% | +16.2% | +3.3% | +13.0% |
| YTD | +5.8% | -6.1% | +11.9% | +6.6% |
| 1Y | -10.9% | +3.4% | -14.2% | -13.1% |
| 3Y | +5.4% | +162.9% | -157.4% | -27.1% |
| 5Y | +20.4% | +85.6% | -65.2% | -9.9% |
| 10Y | +164.1% | +262.7% | -98.7% | +40.6% |
| All | +307.9% | +326.7% | -18.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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