+10.1%
PATH vs SARO
-21.9%
+31.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.0% | -2.1% | -2.9% |
| 7D | -24.6% | +0.6% | -25.2% | -24.7% |
| 30D | -13.0% | -14.5% | +1.6% | -9.1% |
| 3M | +26.2% | -5.3% | +31.5% | +27.0% |
| 6M | +13.4% | -15.3% | +28.7% | +17.9% |
| YTD | -17.2% | -15.6% | -1.7% | -13.9% |
| 1Y | +14.0% | -9.1% | +23.1% | +15.6% |
| All | +10.1% | -21.9% | +31.9% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling