+319.5%
STT vs PAYC
+1,229.9%
-910.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.7% | +3.8% | +1.0% |
| 7D | +0.5% | -2.9% | +3.4% | +1.1% |
| 30D | +3.9% | +32.8% | -28.9% | -3.3% |
| 3M | +20.0% | +69.3% | -49.3% | +4.9% |
| 6M | +55.3% | +74.0% | -18.7% | +33.9% |
| YTD | +53.3% | +46.4% | +6.9% | +37.3% |
| 1Y | +74.7% | +4.2% | +70.5% | +69.2% |
| 3Y | +205.8% | -19.7% | +225.6% | +201.0% |
| 5Y | +145.0% | -52.0% | +197.0% | +163.4% |
| 10Y | +266.0% | +356.9% | -90.9% | +147.8% |
| All | +319.5% | +1,229.9% | -910.3% | +151.8% |
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