+229.6%
SO vs PAYC
+1,229.9%
-1,000.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +2.9% | -0.4% |
| 7D | -0.2% | -2.9% | +2.7% | +0.1% |
| 30D | -4.6% | +32.8% | -37.3% | -7.4% |
| 3M | -3.0% | +69.3% | -72.3% | -8.2% |
| 6M | -8.3% | +74.0% | -82.2% | -13.7% |
| YTD | +3.5% | +46.4% | -42.9% | -1.0% |
| 1Y | -0.9% | +4.2% | -5.1% | -2.1% |
| 3Y | +45.4% | -19.7% | +65.1% | +44.4% |
| 5Y | +59.6% | -52.0% | +111.6% | +64.9% |
| 10Y | +156.6% | +356.9% | -200.3% | +124.9% |
| All | +229.6% | +1,229.9% | -1,000.2% | +181.8% |
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