-5.9%
SAP vs PAYX
+7.8%
-13.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.5% |
| 7D | +1.3% | +9.7% | -8.4% | -4.6% |
| 30D | +15.5% | +20.2% | -4.6% | +2.0% |
| 3M | +22.8% | +1.1% | +21.7% | +21.5% |
| 6M | +42.5% | +32.7% | +9.8% | +18.6% |
| YTD | +0.5% | +10.5% | -10.0% | -10.8% |
| 1Y | -5.9% | +8.7% | -14.7% | -16.5% |
| All | -5.9% | +7.8% | -13.7% | -16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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