-47.2%
SFM vs PAYC
-0.1%
-47.1%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.6% |
| 7D | -10.6% | -5.5% | -5.1% | -9.9% |
| 30D | -15.5% | +3.8% | -19.2% | -16.0% |
| 3M | -17.4% | +65.8% | -83.2% | -24.9% |
| 6M | -3.4% | +68.7% | -72.1% | -12.9% |
| YTD | -8.7% | +38.3% | -47.0% | -15.2% |
| 1Y | -47.2% | -2.4% | -44.8% | -46.1% |
| All | -47.2% | -0.1% | -47.1% | -46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling