-18.8%
PATH vs SAP
+80.2%
-99.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | -0.7% |
| 7D | -4.8% | +1.3% | -6.1% | -5.8% |
| 30D | +2.7% | +15.5% | -12.9% | -9.1% |
| 3M | -4.2% | +22.8% | -27.0% | -18.8% |
| 6M | +24.7% | +42.5% | -17.7% | -6.1% |
| YTD | -17.6% | +0.5% | -18.1% | -19.5% |
| 1Y | -5.3% | -5.9% | +0.6% | -2.2% |
| All | -18.8% | +80.2% | -99.0% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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