+7,358.2%
SHOP vs PAYX
+224.1%
+7,134.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.9% | -3.6% | -4.0% |
| 7D | -10.6% | -7.5% | -3.2% | -5.0% |
| 30D | -18.3% | -5.3% | -13.0% | -14.6% |
| 3M | +14.8% | +15.6% | -0.8% | +2.6% |
| 6M | -5.0% | +19.5% | -24.5% | -17.4% |
| YTD | -21.2% | +5.8% | -27.0% | -24.7% |
| 1Y | -11.6% | -10.9% | -0.7% | -4.3% |
| 3Y | +101.2% | +5.4% | +95.8% | +84.7% |
| 5Y | -15.7% | +20.4% | -36.1% | -26.1% |
| 10Y | +2,989.4% | +164.1% | +2,825.3% | +1,475.5% |
| All | +7,358.2% | +224.1% | +7,134.1% | +2,791.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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