-85.6%
SMR vs PAYX
+7.8%
-93.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.6% | -7.1% | -3.6% |
| 7D | -9.5% | +9.7% | -19.2% | -6.7% |
| 30D | -33.2% | +20.2% | -53.4% | -29.4% |
| 3M | -45.9% | +1.1% | -47.0% | -45.4% |
| 6M | -57.9% | +32.7% | -90.6% | -56.8% |
| YTD | -63.8% | +10.5% | -74.3% | -62.8% |
| 1Y | -85.6% | +8.7% | -94.3% | -85.2% |
| All | -85.6% | +7.8% | -93.4% | -85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 1y: compounded portfolio wealth divided by compounded PAYX 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…
1y analysis · Full analysis span regression · 6 months rolling