+1,537.1%
SOXX vs PAYX
+167.8%
+1,369.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.6% |
| 7D | +1.4% | -4.9% | +6.2% | +3.9% |
| 30D | -3.6% | -3.8% | +0.2% | -2.1% |
| 3M | -10.2% | +17.9% | -28.0% | -20.2% |
| 6M | +54.2% | +26.1% | +28.2% | +29.3% |
| YTD | +75.2% | +6.7% | +68.5% | +61.4% |
| 1Y | +107.5% | -10.7% | +118.3% | +113.4% |
| 3Y | +226.8% | +7.0% | +219.8% | +187.0% |
| 5Y | +251.2% | +22.6% | +228.6% | +181.5% |
| All | +1,537.1% | +167.8% | +1,369.3% | +733.6% |
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