-21.8%
PATH vs SAN
+243.2%
-265.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | -5.6% | +3.5% | -9.1% | -6.4% |
| 30D | -0.7% | -13.2% | +12.5% | +2.5% |
| 3M | -5.9% | -16.9% | +11.1% | -1.8% |
| 6M | +21.6% | +2.3% | +19.2% | +19.9% |
| YTD | -20.6% | +4.9% | -25.6% | -23.2% |
| 1Y | -10.6% | +20.4% | -31.0% | -17.7% |
| All | -21.8% | +243.2% | -265.0% | -51.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling