+16.4%
SIRI vs PAYC
+1,137.5%
-1,121.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.6% |
| 7D | -3.9% | -8.7% | +4.8% | -2.3% |
| 30D | -0.8% | +1.2% | -2.0% | -1.2% |
| 3M | +4.3% | +58.6% | -54.3% | -5.6% |
| 6M | +34.1% | +56.6% | -22.6% | +21.0% |
| YTD | +47.3% | +36.2% | +11.1% | +36.3% |
| 1Y | +22.9% | -2.2% | +25.1% | +21.2% |
| 3Y | -24.6% | -22.3% | -2.3% | -25.0% |
| 5Y | -43.2% | -53.9% | +10.7% | -39.6% |
| 10Y | -12.3% | +347.5% | -359.8% | -38.4% |
| All | +16.4% | +1,137.5% | -1,121.1% | -29.1% |
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 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