+818.7%
SPYM vs PAYX
+466.7%
+352.0%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | 0.0% | +0.3% |
| 7D | -1.0% | -4.9% | +3.8% | +1.3% |
| 30D | -1.3% | -3.8% | +2.5% | +0.3% |
| 3M | +3.6% | +17.9% | -14.3% | -5.3% |
| 6M | +13.3% | +26.1% | -12.8% | -0.7% |
| YTD | +12.4% | +6.7% | +5.7% | +6.5% |
| 1Y | +17.3% | -10.7% | +28.0% | +21.3% |
| 3Y | +76.8% | +7.0% | +69.8% | +62.6% |
| 5Y | +83.6% | +22.6% | +61.0% | +55.4% |
| 10Y | +322.7% | +166.5% | +156.2% | +132.2% |
| All | +818.7% | +466.7% | +352.0% | +207.0% |
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