+259.2%
SGI vs PAYC
+352.8%
-93.6%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -4.9% | -10.2% | +5.3% | -1.7% |
| 30D | +1.6% | +2.0% | -0.4% | +0.8% |
| 3M | -3.2% | +58.3% | -61.4% | -19.0% |
| 6M | -16.0% | +64.5% | -80.5% | -31.9% |
| YTD | -25.4% | +36.5% | -62.0% | -35.7% |
| 1Y | -21.6% | -1.3% | -20.3% | -24.6% |
| 3Y | +52.9% | -22.1% | +75.0% | +48.6% |
| 5Y | +47.5% | -53.3% | +100.8% | +69.8% |
| All | +259.2% | +352.8% | -93.6% | +107.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling