+576.6%
SPMO vs PAYC
+458.4%
+118.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.9% | +1.5% |
| 7D | +3.4% | -7.9% | +11.3% | +4.9% |
| 30D | +0.5% | +2.1% | -1.6% | 0.0% |
| 3M | +1.9% | +61.8% | -59.9% | -8.6% |
| 6M | +27.8% | +59.9% | -32.1% | +14.0% |
| YTD | +26.7% | +38.5% | -11.8% | +16.1% |
| 1Y | +28.9% | -1.4% | +30.3% | +26.9% |
| 3Y | +160.7% | -21.0% | +181.7% | +158.0% |
| 5Y | +150.2% | -52.9% | +203.1% | +169.9% |
| 10Y | +517.5% | +332.8% | +184.7% | +360.7% |
| All | +576.6% | +458.4% | +118.2% | +395.0% |
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