-51.7%
SM vs PAYC
+1,292.9%
-1,344.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.0% | +3.6% | +4.8% |
| 7D | +0.3% | -9.5% | +9.8% | +4.0% |
| 30D | -17.3% | +3.3% | -20.6% | -18.6% |
| 3M | -3.6% | +14.5% | -18.1% | -8.9% |
| 6M | +2.9% | +76.0% | -73.1% | -19.3% |
| YTD | +70.2% | +53.4% | +16.9% | +38.7% |
| 1Y | +66.5% | +43.8% | +22.7% | +39.1% |
| 3Y | -8.2% | +45.3% | -53.5% | -26.3% |
| 5Y | -1.5% | -48.9% | +47.4% | +8.9% |
| 10Y | +11.9% | +500.5% | -488.6% | -39.4% |
| All | -51.7% | +1,292.9% | -1,344.6% | -78.7% |
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