+109.7%
SFM vs PAYC
-49.7%
+159.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.1% |
| 7D | -7.1% | -9.5% | +2.5% | -5.4% |
| 30D | -21.4% | +3.3% | -24.7% | -21.7% |
| 3M | -40.1% | +14.5% | -54.6% | -41.4% |
| 6M | -38.0% | +76.0% | -114.1% | -44.1% |
| YTD | -36.5% | +53.4% | -89.9% | -41.7% |
| 1Y | -35.2% | +43.8% | -79.0% | -39.8% |
| 3Y | +23.5% | +45.3% | -21.8% | +13.3% |
| 5Y | +109.7% | -48.9% | +158.6% | +98.4% |
| All | +109.7% | -49.7% | +159.4% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling