+51.6%
SFM vs PAYC
+1,328.4%
-1,276.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.3% |
| 7D | -0.4% | -0.5% | 0.0% | -0.4% |
| 30D | -19.2% | +5.2% | -24.4% | -19.6% |
| 3M | -40.3% | +18.0% | -58.3% | -41.4% |
| 6M | -40.9% | +81.6% | -122.5% | -44.9% |
| YTD | -35.5% | +57.3% | -92.8% | -39.2% |
| 1Y | -37.4% | +49.8% | -87.3% | -40.7% |
| 3Y | +25.5% | +49.0% | -23.5% | +18.3% |
| 5Y | +113.0% | -47.8% | +160.9% | +114.8% |
| 10Y | +136.3% | +515.8% | -379.5% | +82.8% |
| All | +51.6% | +1,328.4% | -1,276.8% | +0.8% |
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