+22.1%
PAYX vs VSXY
+37.5%
-15.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.5% | +0.4% |
| 7D | -4.9% | +0.1% | -5.0% | -4.9% |
| 30D | -3.8% | -18.7% | +14.9% | -2.7% |
| 3M | +17.9% | -4.0% | +21.8% | +17.9% |
| 6M | +26.1% | +67.5% | -41.4% | +20.5% |
| YTD | +6.7% | +39.7% | -32.9% | +3.1% |
| 1Y | -10.7% | +180.0% | -190.7% | -18.9% |
| 3Y | +7.0% | +337.3% | -330.3% | -12.1% |
| 5Y | +22.6% | +22.7% | -0.1% | +12.7% |
| All | +22.1% | +37.5% | -15.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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