+42.0%
SOFI vs PAYX
+47.9%
-6.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.3% |
| 7D | -4.9% | -4.9% | -0.1% | -1.8% |
| 30D | -3.5% | -3.8% | +0.3% | -1.2% |
| 3M | +3.9% | +17.9% | -14.0% | -9.1% |
| 6M | -6.5% | +26.1% | -32.6% | -23.1% |
| YTD | -33.8% | +6.7% | -40.6% | -38.5% |
| 1Y | -33.3% | -10.7% | -22.5% | -28.8% |
| 3Y | +94.6% | +7.0% | +87.6% | +72.1% |
| 5Y | +13.3% | +22.6% | -9.3% | +0.3% |
| All | +42.0% | +47.9% | -6.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling