+49.1%
SFM vs PAYC
+1,292.9%
-1,243.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.5% | +3.2% |
| 7D | -7.1% | -9.5% | +2.5% | -6.0% |
| 30D | -21.4% | +3.3% | -24.7% | -21.6% |
| 3M | -40.1% | +14.5% | -54.6% | -41.0% |
| 6M | -38.0% | +76.0% | -114.1% | -42.1% |
| YTD | -36.5% | +53.4% | -89.9% | -40.0% |
| 1Y | -35.2% | +43.8% | -79.0% | -38.3% |
| 3Y | +23.5% | +45.3% | -21.8% | +16.7% |
| 5Y | +109.7% | -48.9% | +158.6% | +112.0% |
| 10Y | +132.6% | +500.5% | -368.0% | +80.4% |
| All | +49.1% | +1,292.9% | -1,243.8% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling