-81.2%
PATH vs SAN
+327.5%
-408.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.8% |
| 7D | -5.3% | +4.9% | -10.2% | -7.2% |
| 30D | -0.5% | -13.0% | +12.5% | +5.0% |
| 3M | -7.1% | -18.9% | +11.7% | +0.7% |
| 6M | +23.8% | -4.1% | +28.0% | +24.2% |
| YTD | -20.7% | +2.6% | -23.3% | -24.4% |
| 1Y | -8.1% | +16.9% | -25.0% | -18.0% |
| 3Y | -21.8% | +239.1% | -260.9% | -62.0% |
| 5Y | -76.8% | +266.8% | -343.7% | -90.2% |
| All | -81.2% | +327.5% | -408.6% | -91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling