+44.4%
SITM vs PAYC
+46.2%
-1.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +2.0% | -11.3% | -9.3% |
| 7D | -19.5% | +2.0% | -21.6% | -19.5% |
| 30D | -43.2% | +18.8% | -62.0% | -43.3% |
| 3M | -30.8% | +53.2% | -84.1% | -32.2% |
| 6M | -28.6% | +103.7% | -132.3% | -25.0% |
| YTD | +14.2% | +69.5% | -55.3% | +0.3% |
| 1Y | +44.4% | +48.8% | -4.4% | +12.3% |
| All | +44.4% | +46.2% | -1.8% | +12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling