-81.1%
PATH vs SAP
+94.2%
-175.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -5.1% |
| 7D | -5.6% | +4.0% | -9.6% | -9.2% |
| 30D | -0.7% | +15.7% | -16.4% | -13.6% |
| 3M | -5.9% | +23.4% | -29.3% | -22.5% |
| 6M | +21.6% | +41.3% | -19.7% | -11.8% |
| YTD | -20.6% | +2.0% | -22.6% | -23.2% |
| 1Y | -10.6% | -5.1% | -5.5% | -7.0% |
| 3Y | -24.9% | +82.1% | -107.0% | -62.6% |
| 5Y | -76.8% | +77.2% | -154.0% | -89.2% |
| All | -81.1% | +94.2% | -175.4% | -91.6% |
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