+3,786.6%
STRL vs PAYC
+510.1%
+3,276.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.3% | -1.2% |
| 7D | +23.4% | -0.5% | +23.9% | +23.5% |
| 30D | -39.5% | +5.2% | -44.7% | -40.2% |
| 3M | -45.1% | +18.0% | -63.0% | -47.0% |
| 6M | -64.6% | +81.6% | -146.2% | -69.3% |
| YTD | -1.5% | +57.3% | -58.8% | -13.2% |
| 1Y | -20.8% | +49.8% | -70.6% | -29.4% |
| 3Y | +353.1% | +49.0% | +304.1% | +296.7% |
| 5Y | +942.9% | -47.8% | +990.7% | +1,032.1% |
| All | +3,786.6% | +510.1% | +3,276.5% | +3,159.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling