-81.1%
PATH vs SAN
+337.3%
-418.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | -5.6% | +3.5% | -9.1% | -7.0% |
| 30D | -0.7% | -13.2% | +12.5% | +5.0% |
| 3M | -5.9% | -16.9% | +11.1% | +1.1% |
| 6M | +21.6% | +2.3% | +19.2% | +18.5% |
| YTD | -20.6% | +4.9% | -25.6% | -25.1% |
| 1Y | -10.6% | +20.4% | -31.0% | -21.3% |
| 3Y | -24.9% | +243.2% | -268.1% | -63.6% |
| 5Y | -76.8% | +275.3% | -352.1% | -90.3% |
| All | -81.1% | +337.3% | -418.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling