+51.5%
SGI vs PAYC
-53.8%
+105.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.5% |
| 7D | +0.6% | -8.7% | +9.4% | +2.7% |
| 30D | +5.5% | +1.2% | +4.4% | +5.2% |
| 3M | -3.6% | +58.6% | -62.2% | -15.4% |
| 6M | -15.0% | +56.6% | -71.6% | -26.0% |
| YTD | -23.0% | +36.2% | -59.3% | -30.5% |
| 1Y | -18.4% | -2.2% | -16.2% | -18.9% |
| 3Y | +57.8% | -22.3% | +80.1% | +62.1% |
| 5Y | +51.5% | -53.9% | +105.3% | +61.9% |
| All | +51.5% | -53.8% | +105.3% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling