+304.8%
SGI vs PAYC
+510.1%
-205.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -5.3% | +4.9% | -10.2% | -6.9% |
| 30D | -2.1% | +4.1% | -6.2% | -3.4% |
| 3M | -8.2% | +11.5% | -19.6% | -11.6% |
| 6M | -4.6% | +85.3% | -89.8% | -25.2% |
| YTD | -31.5% | +57.3% | -88.7% | -44.0% |
| 1Y | -30.8% | +52.6% | -83.4% | -42.9% |
| 3Y | +67.2% | +48.3% | +18.9% | +32.6% |
| 5Y | +42.5% | -47.8% | +90.3% | +60.3% |
| All | +304.8% | +510.1% | -205.4% | +81.2% |
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 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