-19.5%
SAP vs PAYX
-6.2%
-13.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | +1.0% |
| 7D | -2.9% | -4.2% | +1.3% | +0.1% |
| 30D | +9.0% | +2.9% | +6.1% | +6.8% |
| 3M | +14.9% | +23.6% | -8.7% | +0.2% |
| 6M | +11.9% | +30.0% | -18.1% | -5.2% |
| YTD | -9.9% | +12.2% | -22.1% | -19.8% |
| 1Y | -19.5% | -7.5% | -12.1% | -23.4% |
| All | -19.5% | -6.2% | -13.3% | -23.4% |
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