+70.8%
SAP vs PAYC
-52.1%
+122.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -5.1% | +0.9% | -2.8% |
| 7D | -0.7% | -10.2% | +9.5% | +2.0% |
| 30D | +11.1% | +6.1% | +5.0% | +9.3% |
| 3M | +17.0% | +10.1% | +7.0% | +14.0% |
| 6M | +34.8% | +88.6% | -53.8% | +13.9% |
| YTD | -2.2% | +50.0% | -52.2% | -13.3% |
| 1Y | -6.4% | +46.1% | -52.5% | -16.6% |
| 3Y | +75.1% | +51.2% | +24.0% | +51.8% |
| All | +70.8% | -52.1% | +122.9% | +90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling