+224.0%
SAP vs PAYC
+474.5%
-250.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | +1.5% | -9.5% | +11.0% | +4.2% |
| 30D | +8.8% | +2.5% | +6.4% | +8.0% |
| 3M | +12.1% | +11.7% | +0.4% | +8.5% |
| 6M | +34.6% | +74.6% | -40.1% | +14.7% |
| YTD | -2.1% | +50.4% | -52.5% | -13.7% |
| 1Y | -5.5% | +44.0% | -49.6% | -15.9% |
| 3Y | +67.4% | +42.5% | +25.0% | +45.4% |
| 5Y | +74.6% | -50.3% | +124.8% | +89.5% |
| 10Y | +224.0% | +521.2% | -297.2% | +104.0% |
| All | +224.0% | +474.5% | -250.5% | +104.0% |
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