+278.1%
STT vs PAYC
+1,292.9%
-1,014.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.1% |
| 7D | +0.4% | -9.5% | +9.9% | +2.6% |
| 30D | -0.4% | +3.3% | -3.7% | -1.3% |
| 3M | -6.5% | +14.5% | -21.0% | -9.6% |
| 6M | +17.2% | +76.0% | -58.9% | +1.2% |
| YTD | +38.2% | +53.4% | -15.1% | +22.2% |
| 1Y | +49.3% | +43.8% | +5.5% | +33.9% |
| 3Y | +181.9% | +45.3% | +136.6% | +146.9% |
| 5Y | +106.9% | -48.9% | +155.8% | +119.2% |
| 10Y | +203.1% | +500.5% | -297.4% | +96.8% |
| All | +278.1% | +1,292.9% | -1,014.8% | +124.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling