+259.4%
SAP vs PAYC
+1,266.0%
-1,006.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.2% | -1.7% |
| 7D | +1.5% | -9.5% | +11.0% | +3.8% |
| 30D | +8.8% | +2.5% | +6.4% | +8.1% |
| 3M | +12.1% | +11.7% | +0.4% | +9.1% |
| 6M | +34.6% | +74.6% | -40.1% | +17.6% |
| YTD | -2.1% | +50.4% | -52.5% | -11.9% |
| 1Y | -5.5% | +44.0% | -49.6% | -14.3% |
| 3Y | +67.4% | +42.5% | +25.0% | +49.0% |
| 5Y | +74.6% | -50.3% | +124.8% | +85.4% |
| 10Y | +224.0% | +521.2% | -297.2% | +127.1% |
| All | +259.4% | +1,266.0% | -1,006.5% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling