+148.0%
SAN vs PAYC
+1,229.9%
-1,081.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.1% |
| 7D | +1.8% | -2.9% | +4.6% | +2.3% |
| 30D | +2.0% | +32.8% | -30.8% | -4.1% |
| 3M | +19.7% | +69.3% | -49.6% | +6.7% |
| 6M | +30.6% | +74.0% | -43.3% | +14.8% |
| YTD | +28.8% | +46.4% | -17.6% | +17.0% |
| 1Y | +57.8% | +4.2% | +53.6% | +53.4% |
| 3Y | +338.1% | -19.7% | +357.9% | +332.0% |
| 5Y | +384.2% | -52.0% | +436.2% | +418.0% |
| 10Y | +353.1% | +356.9% | -3.7% | +201.4% |
| All | +148.0% | +1,229.9% | -1,081.9% | +48.2% |
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