+11.1%
SMR vs PAYC
-33.9%
+45.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -5.4% | +20.7% | +16.5% |
| 7D | +21.4% | -7.9% | +29.3% | +23.5% |
| 30D | +13.8% | +2.1% | +11.7% | +13.0% |
| 3M | +3.9% | +61.8% | -57.9% | -9.7% |
| 6M | -4.2% | +59.9% | -64.1% | -17.3% |
| YTD | -21.1% | +38.5% | -59.6% | -29.2% |
| 1Y | -67.1% | -1.4% | -65.7% | -67.1% |
| 3Y | +88.9% | -21.0% | +109.9% | +91.5% |
| All | +11.1% | -33.9% | +45.0% | +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 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