+153.1%
SO vs PAYX
+167.8%
-14.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -1.1% | -4.9% | +3.8% | +0.9% |
| 30D | -5.0% | -3.8% | -1.2% | -3.8% |
| 3M | -5.8% | +17.9% | -23.6% | -12.4% |
| 6M | -7.9% | +26.1% | -34.0% | -17.4% |
| YTD | +2.4% | +6.7% | -4.3% | -1.7% |
| 1Y | -2.3% | -10.7% | +8.5% | +1.3% |
| 3Y | +41.9% | +7.0% | +34.9% | +31.9% |
| 5Y | +58.1% | +22.6% | +35.4% | +33.2% |
| All | +153.1% | +167.8% | -14.7% | +52.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling