+7.0%
PAYX vs XME
+122.1%
-115.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.6% |
| 7D | -4.9% | -4.2% | -0.6% | -4.7% |
| 30D | -3.8% | -2.7% | -1.1% | -3.7% |
| 3M | +17.9% | -3.9% | +21.8% | +18.5% |
| 6M | +26.1% | -1.0% | +27.1% | +26.1% |
| YTD | +6.7% | +9.8% | -3.1% | +4.3% |
| 1Y | -10.7% | +32.5% | -43.3% | -16.4% |
| 3Y | +7.0% | +124.3% | -117.4% | -13.8% |
| All | +7.0% | +122.1% | -115.1% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling