-4.9%
STLA vs PAYC
+1,328.5%
-1,333.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -13.8% | +4.9% | -18.6% | -14.9% |
| 30D | -10.5% | +4.1% | -14.7% | -11.6% |
| 3M | -28.9% | +11.5% | -40.3% | -31.0% |
| 6M | -49.7% | +85.3% | -135.0% | -58.0% |
| YTD | -64.9% | +57.3% | -122.2% | -69.8% |
| 1Y | -64.0% | +52.6% | -116.6% | -68.7% |
| 3Y | -77.4% | +48.3% | -125.7% | -80.4% |
| 5Y | -74.4% | -47.8% | -26.6% | -72.6% |
| 10Y | -6.4% | +515.9% | -522.2% | -43.1% |
| All | -4.9% | +1,328.5% | -1,333.4% | -37.9% |
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