+648.0%
STM vs PAYC
+1,229.9%
-581.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.7% | +5.6% | +3.0% |
| 7D | +5.8% | -2.9% | +8.7% | +6.7% |
| 30D | -1.0% | +32.8% | -33.8% | -10.5% |
| 3M | -33.3% | +69.3% | -102.5% | -45.2% |
| 6M | +57.4% | +74.0% | -16.6% | +25.7% |
| YTD | +102.2% | +46.4% | +55.8% | +70.5% |
| 1Y | +99.6% | +4.2% | +95.4% | +89.1% |
| 3Y | +14.5% | -19.7% | +34.3% | +11.1% |
| 5Y | +21.4% | -52.0% | +73.4% | +37.2% |
| 10Y | +695.0% | +356.9% | +338.1% | +379.1% |
| All | +648.0% | +1,229.9% | -581.8% | +305.5% |
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