-99.8%
SPXS vs PAYC
+1,158.0%
-1,257.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -5.4% | +7.0% | -1.4% |
| 7D | -1.5% | -7.9% | +6.4% | -5.9% |
| 30D | +3.7% | +2.1% | +1.5% | +5.3% |
| 3M | -9.6% | +61.8% | -71.4% | +20.8% |
| 6M | -32.4% | +59.9% | -92.3% | -9.9% |
| YTD | -28.7% | +38.5% | -67.2% | -12.6% |
| 1Y | -38.1% | -1.4% | -36.7% | -38.0% |
| 3Y | -80.1% | -21.0% | -59.1% | -80.0% |
| 5Y | -85.9% | -52.9% | -33.0% | -86.2% |
| 10Y | -99.5% | +332.8% | -432.3% | -97.9% |
| All | -99.8% | +1,158.0% | -1,257.9% | -99.0% |
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