+2,273.4%
STM vs PAYX
+8,300.5%
-6,027.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.4% | +1.4% |
| 7D | +5.2% | -6.9% | +12.1% | +8.9% |
| 30D | -7.4% | -2.6% | -4.8% | -6.5% |
| 3M | -30.6% | +19.4% | -50.1% | -38.2% |
| 6M | +66.4% | +18.7% | +47.7% | +46.4% |
| YTD | +101.1% | +7.8% | +93.4% | +84.8% |
| 1Y | +97.4% | -9.9% | +107.2% | +98.8% |
| 3Y | +21.1% | +7.4% | +13.7% | +9.5% |
| 5Y | +22.5% | +21.8% | +0.6% | +4.2% |
| 10Y | +657.6% | +161.3% | +496.3% | +340.3% |
| All | +2,273.4% | +8,300.5% | -6,027.1% | +512.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling