+553.6%
SCHD vs PAYX
+564.2%
-10.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.2% | +0.1% |
| 7D | -2.0% | -4.9% | +2.9% | +0.3% |
| 30D | -0.4% | -3.8% | +3.4% | +1.2% |
| 3M | +5.7% | +17.9% | -12.1% | -2.9% |
| 6M | +11.9% | +26.1% | -14.2% | -1.2% |
| YTD | +26.4% | +6.7% | +19.7% | +20.5% |
| 1Y | +27.6% | -10.7% | +38.4% | +32.8% |
| 3Y | +54.9% | +7.0% | +48.0% | +43.8% |
| 5Y | +60.9% | +22.6% | +38.3% | +36.0% |
| 10Y | +243.4% | +166.5% | +76.9% | +85.3% |
| All | +553.6% | +564.2% | -10.6% | +101.1% |
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