+109.8%
SAN vs PAYC
+1,292.9%
-1,183.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | +3.4% | -9.5% | +12.9% | +5.3% |
| 30D | -6.3% | +3.3% | -9.5% | -7.0% |
| 3M | -14.1% | +14.5% | -28.6% | -16.6% |
| 6M | +4.2% | +76.0% | -71.9% | -8.3% |
| YTD | +9.0% | +53.4% | -44.3% | -2.1% |
| 1Y | +18.8% | +43.8% | -25.0% | +8.0% |
| 3Y | +252.0% | +45.3% | +206.7% | +212.1% |
| 5Y | +299.5% | -48.9% | +348.4% | +321.8% |
| 10Y | +276.7% | +500.5% | -223.9% | +139.7% |
| All | +109.8% | +1,292.9% | -1,183.1% | +23.9% |
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