+226.8%
SOXX vs PAYX
+6.4%
+220.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.3% | +1.9% |
| 7D | +1.4% | -4.9% | +6.2% | +1.2% |
| 30D | -3.6% | -3.8% | +0.2% | -3.7% |
| 3M | -10.2% | +17.9% | -28.0% | -11.1% |
| 6M | +54.2% | +26.1% | +28.2% | +50.2% |
| YTD | +75.2% | +6.7% | +68.5% | +78.7% |
| 1Y | +107.5% | -10.7% | +118.3% | +125.7% |
| 3Y | +226.8% | +7.0% | +219.8% | +230.5% |
| All | +226.8% | +6.4% | +220.4% | +230.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling