+521.8%
SGI vs PAYC
+1,229.9%
-708.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +1.6% |
| 7D | +8.5% | -2.9% | +11.4% | +9.4% |
| 30D | +0.7% | +32.8% | -32.1% | -8.6% |
| 3M | +0.6% | +69.3% | -68.7% | -15.7% |
| 6M | -17.9% | +74.0% | -91.9% | -32.9% |
| YTD | -21.2% | +46.4% | -67.6% | -32.2% |
| 1Y | -18.9% | +4.2% | -23.0% | -22.9% |
| 3Y | +52.6% | -19.7% | +72.4% | +47.8% |
| 5Y | +60.7% | -52.0% | +112.8% | +78.9% |
| 10Y | +278.1% | +356.9% | -78.8% | +139.6% |
| All | +521.8% | +1,229.9% | -708.1% | +248.3% |
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