+105.3%
SAN vs PAYC
+1,328.5%
-1,223.2%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +4.0% | +4.9% | -0.9% | +3.0% |
| 30D | -7.8% | +4.1% | -11.9% | -8.7% |
| 3M | -16.4% | +11.5% | -27.8% | -18.4% |
| 6M | +3.5% | +85.3% | -81.8% | -9.8% |
| YTD | +6.7% | +57.3% | -50.6% | -4.7% |
| 1Y | +14.5% | +52.6% | -38.1% | +2.8% |
| 3Y | +243.5% | +48.3% | +195.2% | +203.4% |
| 5Y | +296.2% | -47.8% | +344.0% | +316.7% |
| 10Y | +268.5% | +515.9% | -247.4% | +133.3% |
| All | +105.3% | +1,328.5% | -1,223.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 PAYC 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