+655.9%
STM vs PAYX
+167.8%
+488.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.2% |
| 7D | -1.4% | -4.9% | +3.5% | +1.4% |
| 30D | -4.9% | -3.8% | -1.1% | -3.3% |
| 3M | -34.0% | +17.9% | -51.9% | -42.0% |
| 6M | +51.8% | +26.1% | +25.8% | +25.0% |
| YTD | +99.4% | +6.7% | +92.6% | +81.9% |
| 1Y | +99.1% | -10.7% | +109.8% | +105.8% |
| 3Y | +19.5% | +7.0% | +12.5% | +4.7% |
| 5Y | +19.5% | +22.6% | -3.1% | -5.8% |
| All | +655.9% | +167.8% | +488.0% | +281.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling