-5.1%
SAP vs PAYC
+51.3%
-56.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +0.6% | +4.9% | -4.2% | -1.2% |
| 30D | +6.5% | +4.1% | +2.4% | +4.5% |
| 3M | +12.2% | +11.5% | +0.8% | +7.1% |
| 6M | +46.1% | +85.3% | -39.2% | +9.9% |
| YTD | -1.6% | +57.3% | -58.9% | -22.8% |
| 1Y | -5.1% | +52.6% | -57.7% | -25.6% |
| All | -5.1% | +51.3% | -56.4% | -25.6% |
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