+99.6%
STM vs PAYX
-6.2%
+105.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +0.5% |
| 7D | +5.8% | -4.2% | +10.0% | +3.6% |
| 30D | -1.0% | +2.9% | -3.9% | +0.7% |
| 3M | -33.3% | +23.6% | -56.9% | -26.5% |
| 6M | +57.4% | +30.0% | +27.3% | +74.0% |
| YTD | +102.2% | +12.2% | +90.0% | +135.3% |
| 1Y | +99.6% | -7.5% | +107.1% | +133.4% |
| All | +99.6% | -6.2% | +105.8% | +133.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling