+260.3%
STT vs PAYC
+352.8%
-92.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -1.4% | -10.2% | +8.8% | +1.1% |
| 30D | +2.2% | +2.0% | +0.2% | +1.5% |
| 3M | +18.8% | +58.3% | -39.5% | +4.3% |
| 6M | +57.9% | +64.5% | -6.6% | +36.2% |
| YTD | +51.0% | +36.5% | +14.5% | +36.2% |
| 1Y | +77.1% | -1.3% | +78.4% | +73.4% |
| 3Y | +199.8% | -22.1% | +222.0% | +197.1% |
| 5Y | +156.0% | -53.3% | +209.3% | +180.5% |
| All | +260.3% | +352.8% | -92.5% | +159.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling