-81.1%
PATH vs FIS
-77.9%
-3.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.1% |
| 7D | -5.6% | -21.2% | +15.6% | +3.3% |
| 30D | -0.7% | -12.1% | +11.4% | +1.8% |
| 3M | -5.9% | -30.6% | +24.7% | +10.8% |
| 6M | +21.6% | -35.5% | +57.1% | +48.6% |
| YTD | -20.6% | -54.4% | +33.7% | +17.5% |
| 1Y | -10.6% | -52.9% | +42.3% | +29.9% |
| 3Y | -24.9% | -38.7% | +13.8% | -8.5% |
| 5Y | -76.8% | -70.4% | -6.4% | -59.5% |
| All | -81.1% | -77.9% | -3.3% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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