+272.7%
SFM vs PAYC
+352.8%
-80.1%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.5% | -1.3% |
| 7D | -8.8% | -10.2% | +1.4% | -7.6% |
| 30D | -14.5% | +2.0% | -16.4% | -14.7% |
| 3M | -16.8% | +58.3% | -75.1% | -21.6% |
| 6M | -5.3% | +64.5% | -69.8% | -11.4% |
| YTD | -9.4% | +36.5% | -45.9% | -13.5% |
| 1Y | -46.2% | -1.3% | -44.9% | -46.7% |
| 3Y | +81.3% | -22.1% | +103.4% | +79.9% |
| 5Y | +211.9% | -53.3% | +265.2% | +216.5% |
| All | +272.7% | +352.8% | -80.1% | +198.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PAYC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling