-78.0%
PATH vs SAN
+437.0%
-514.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.8% | -15.8% | -16.3% |
| 7D | -16.3% | +1.8% | -18.1% | -16.9% |
| 30D | +9.9% | +2.0% | +7.9% | +9.0% |
| 3M | +30.2% | +19.7% | +10.4% | +20.0% |
| 6M | +37.2% | +30.6% | +6.6% | +20.3% |
| YTD | -7.3% | +28.8% | -36.2% | -19.2% |
| 1Y | +40.0% | +57.8% | -17.8% | +9.7% |
| 3Y | -4.4% | +338.1% | -342.5% | -58.2% |
| 5Y | -76.0% | +384.2% | -460.2% | -90.8% |
| All | -78.0% | +437.0% | -514.9% | -90.4% |
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