+906.3%
XBI vs PAYX
+537.0%
+369.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -4.6% | -4.9% | +0.2% | -2.0% |
| 30D | -2.0% | -3.8% | +1.8% | -0.2% |
| 3M | +17.8% | +17.9% | -0.1% | +5.6% |
| 6M | +23.7% | +26.1% | -2.4% | +5.4% |
| YTD | +28.2% | +6.7% | +21.5% | +19.6% |
| 1Y | +64.0% | -10.7% | +74.7% | +69.7% |
| 3Y | +99.4% | +7.0% | +92.4% | +79.4% |
| 5Y | +19.3% | +22.6% | -3.3% | -1.7% |
| 10Y | +158.7% | +166.5% | -7.8% | +22.6% |
| All | +906.3% | +537.0% | +369.3% | +159.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling