-53.7%
SMR vs PAYC
-24.9%
-28.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | -8.3% | +4.9% | -13.1% | -9.3% |
| 30D | -20.1% | +4.1% | -24.2% | -20.9% |
| 3M | -52.7% | +11.5% | -64.2% | -54.1% |
| 6M | -61.0% | +85.3% | -146.3% | -67.4% |
| YTD | -67.1% | +57.3% | -124.4% | -71.5% |
| 1Y | -79.9% | +52.6% | -132.4% | -82.4% |
| 3Y | +101.7% | +48.3% | +53.5% | +81.5% |
| All | -53.7% | -24.9% | -28.7% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling