-19.5%
SAP vs PAYC
+5.6%
-25.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.7% | +2.8% | +0.5% |
| 7D | -2.9% | -2.9% | 0.0% | -1.8% |
| 30D | +9.0% | +32.8% | -23.7% | -3.1% |
| 3M | +14.9% | +69.3% | -54.3% | -8.7% |
| 6M | +11.9% | +74.0% | -62.1% | -12.2% |
| YTD | -9.9% | +46.4% | -56.3% | -25.9% |
| 1Y | -19.5% | +4.2% | -23.7% | -29.6% |
| All | -19.5% | +5.6% | -25.1% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling