-21.6%
SAP vs PAYC
-2.9%
-18.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.3% | -8.7% | +8.5% | +3.2% |
| 30D | +0.3% | +1.2% | -0.9% | -0.2% |
| 3M | +16.9% | +58.6% | -41.7% | -4.9% |
| 6M | +6.3% | +56.6% | -50.3% | -13.3% |
| YTD | -12.4% | +36.2% | -48.6% | -26.0% |
| 1Y | -21.6% | -2.2% | -19.4% | -29.7% |
| All | -21.6% | -2.9% | -18.7% | -29.7% |
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