+1,522.4%
STLD vs PAYC
+1,266.0%
+256.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.1% | +3.6% |
| 7D | -4.7% | -9.5% | +4.9% | -2.7% |
| 30D | -0.9% | +2.5% | -3.4% | -1.6% |
| 3M | -11.9% | +11.7% | -23.5% | -14.1% |
| 6M | +0.9% | +74.6% | -73.7% | -11.6% |
| YTD | +40.4% | +50.4% | -10.0% | +25.8% |
| 1Y | +56.6% | +44.0% | +12.6% | +41.5% |
| 3Y | +125.5% | +42.5% | +83.0% | +100.6% |
| 5Y | +292.8% | -50.3% | +343.1% | +317.1% |
| 10Y | +787.1% | +521.2% | +265.9% | +474.8% |
| All | +1,522.4% | +1,266.0% | +256.5% | +855.8% |
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