-18.9%
SGI vs PAYC
+5.6%
-24.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | 0.0% |
| 7D | +8.5% | -2.9% | +11.4% | +8.1% |
| 30D | +0.7% | +32.8% | -32.1% | +6.0% |
| 3M | +0.6% | +69.3% | -68.7% | +9.7% |
| 6M | -17.9% | +74.0% | -91.9% | -9.3% |
| YTD | -21.2% | +46.4% | -67.6% | -16.8% |
| 1Y | -18.9% | +4.2% | -23.0% | -17.2% |
| All | -18.9% | +5.6% | -24.4% | -17.2% |
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