+4,789.7%
SITM vs PAYC
-7.4%
+4,797.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +4.8% |
| 7D | +3.9% | -5.5% | +9.4% | +7.3% |
| 30D | -6.6% | +3.8% | -10.4% | -9.4% |
| 3M | -11.9% | +65.8% | -77.7% | -36.5% |
| 6M | +81.1% | +68.7% | +12.4% | +26.3% |
| YTD | +80.0% | +38.3% | +41.6% | +39.0% |
| 1Y | +145.8% | -2.4% | +148.2% | +131.9% |
| 3Y | +475.9% | -21.5% | +497.4% | +455.8% |
| 5Y | +189.2% | -52.7% | +241.9% | +301.4% |
| All | +4,789.7% | -7.4% | +4,797.1% | +3,892.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling