+23.2%
PATH vs SARO
-20.0%
+43.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.7% | -17.3% | -16.8% |
| 7D | -16.3% | -0.8% | -15.5% | -16.2% |
| 30D | +9.9% | -20.0% | +29.9% | +16.9% |
| 3M | +30.2% | -2.9% | +33.1% | +29.9% |
| 6M | +37.2% | -17.7% | +54.9% | +44.6% |
| YTD | -7.3% | -13.5% | +6.2% | -4.3% |
| 1Y | +40.0% | -9.7% | +49.7% | +42.1% |
| All | +23.2% | -20.0% | +43.2% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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