+2,194.5%
SAP vs PAYX
+4,341.7%
-2,147.3%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -0.1% |
| 7D | -0.3% | -6.9% | +6.7% | +2.7% |
| 30D | +2.6% | -2.6% | +5.2% | +3.7% |
| 3M | +16.3% | +19.4% | -3.2% | +8.4% |
| 6M | +6.4% | +18.7% | -12.3% | -0.5% |
| YTD | -11.4% | +7.8% | -19.2% | -13.9% |
| 1Y | -20.4% | -9.9% | -10.5% | -17.1% |
| 3Y | +56.5% | +7.4% | +49.1% | +49.9% |
| 5Y | +56.8% | +21.8% | +35.0% | +42.0% |
| 10Y | +176.2% | +161.3% | +14.9% | +82.8% |
| All | +2,194.5% | +4,341.7% | -2,147.3% | +833.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling