-80.4%
PATH vs SAP
+91.4%
-171.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.2% | -1.3% | -1.1% |
| 7D | -4.8% | +1.3% | -6.1% | -6.0% |
| 30D | +2.7% | +15.5% | -12.9% | -10.5% |
| 3M | -4.2% | +22.8% | -27.0% | -20.7% |
| 6M | +24.7% | +42.5% | -17.7% | -10.2% |
| YTD | -17.6% | +0.5% | -18.1% | -19.1% |
| 1Y | -5.3% | -5.9% | +0.6% | -0.6% |
| 3Y | -22.0% | +79.5% | -101.5% | -60.6% |
| 5Y | -76.5% | +75.3% | -151.8% | -89.0% |
| All | -80.4% | +91.4% | -171.9% | -91.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling