+2,815.7%
SMH vs PAYC
+1,158.0%
+1,657.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.4% | +6.6% | +2.6% |
| 7D | +5.2% | -7.9% | +13.1% | +7.4% |
| 30D | -1.5% | +2.1% | -3.7% | -2.3% |
| 3M | -4.1% | +61.8% | -65.9% | -18.0% |
| 6M | +50.8% | +59.9% | -9.2% | +27.7% |
| YTD | +59.3% | +38.5% | +20.8% | +39.9% |
| 1Y | +94.1% | -1.4% | +95.5% | +88.1% |
| 3Y | +286.7% | -21.0% | +307.7% | +276.4% |
| 5Y | +339.4% | -52.9% | +392.3% | +390.5% |
| 10Y | +1,803.3% | +332.8% | +1,470.5% | +1,115.6% |
| All | +2,815.7% | +1,158.0% | +1,657.6% | +1,530.7% |
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