+133.6%
SFM vs PAYC
+510.1%
-376.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +6.0% | +4.9% | +1.2% | +5.4% |
| 30D | -19.5% | +4.1% | -23.6% | -19.8% |
| 3M | -37.0% | +11.5% | -48.5% | -37.8% |
| 6M | -41.0% | +85.3% | -126.3% | -45.6% |
| YTD | -34.6% | +57.3% | -91.9% | -38.7% |
| 1Y | -36.3% | +52.6% | -88.8% | -40.0% |
| 3Y | +24.5% | +48.3% | -23.7% | +16.8% |
| 5Y | +115.9% | -47.8% | +163.7% | +116.8% |
| All | +133.6% | +510.1% | -376.5% | +69.3% |
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