+171.9%
SAP vs PAYX
+167.8%
+4.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -4.1% | -4.9% | +0.8% | -1.5% |
| 30D | +1.1% | -3.8% | +4.9% | +3.2% |
| 3M | +26.1% | +17.9% | +8.2% | +15.9% |
| 6M | +9.8% | +26.1% | -16.3% | -2.6% |
| YTD | -13.6% | +6.7% | -20.3% | -16.6% |
| 1Y | -18.7% | -10.7% | -7.9% | -14.2% |
| 3Y | +54.1% | +7.0% | +47.2% | +44.5% |
| 5Y | +54.7% | +22.6% | +32.1% | +32.9% |
| All | +171.9% | +167.8% | +4.0% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling