-80.4%
PATH vs SAN
+339.5%
-419.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.4% | -3.5% | +0.3% |
| 7D | -4.8% | +4.5% | -9.3% | -6.6% |
| 30D | +2.7% | -12.1% | +14.7% | +7.9% |
| 3M | -4.2% | -15.6% | +11.4% | +2.2% |
| 6M | +24.7% | +5.8% | +18.9% | +19.8% |
| YTD | -17.6% | +5.5% | -23.0% | -22.4% |
| 1Y | -5.3% | +23.6% | -28.9% | -17.7% |
| 3Y | -22.0% | +244.9% | -266.9% | -62.2% |
| 5Y | -76.5% | +282.2% | -358.7% | -90.2% |
| All | -80.4% | +339.5% | -419.9% | -90.8% |
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