+277.4%
SFM vs PAYC
+351.9%
-74.4%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.6% | -2.3% | -3.8% |
| 7D | -7.2% | -8.7% | +1.6% | -6.2% |
| 30D | -14.3% | +1.2% | -15.5% | -14.5% |
| 3M | -13.7% | +58.6% | -72.3% | -18.7% |
| 6M | -6.0% | +56.6% | -62.6% | -11.5% |
| YTD | -8.2% | +36.2% | -44.5% | -12.4% |
| 1Y | -46.2% | -2.2% | -44.1% | -46.7% |
| 3Y | +83.6% | -22.3% | +105.9% | +82.2% |
| 5Y | +212.7% | -53.9% | +266.6% | +217.6% |
| All | +277.4% | +351.9% | -74.4% | +202.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling