-50.3%
SWKS vs PAYX
+20.3%
-70.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.5% |
| 7D | +6.8% | -7.5% | +14.3% | +11.1% |
| 30D | +11.3% | -5.3% | +16.6% | +14.1% |
| 3M | +4.1% | +15.6% | -11.6% | -6.3% |
| 6M | +39.7% | +19.5% | +20.2% | +22.0% |
| YTD | +23.2% | +5.8% | +17.4% | +16.4% |
| 1Y | +5.3% | -10.9% | +16.1% | +12.1% |
| 3Y | -15.1% | +5.4% | -20.5% | -21.5% |
| All | -50.3% | +20.3% | -70.6% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling