+235.4%
SAP vs PAYC
+510.1%
-274.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.6% | -0.7% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | +6.5% | +5.2% | +1.4% | +4.9% |
| 3M | +14.7% | +18.0% | -3.3% | +9.3% |
| 6M | +39.9% | +81.6% | -41.7% | +17.9% |
| YTD | -2.0% | +57.3% | -59.2% | -14.7% |
| 1Y | -6.0% | +49.8% | -55.8% | -17.2% |
| 3Y | +67.7% | +49.0% | +18.7% | +43.7% |
| 5Y | +78.8% | -47.8% | +126.6% | +91.6% |
| All | +235.4% | +510.1% | -274.7% | +102.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling