-10.6%
PATH vs SBAC
+0.8%
-11.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.6% |
| 7D | -5.6% | +4.4% | -10.0% | -6.0% |
| 30D | -0.7% | +13.8% | -14.5% | -2.0% |
| 3M | -5.9% | +9.0% | -14.8% | -6.5% |
| 6M | +21.6% | -10.0% | +31.6% | +19.7% |
| YTD | -20.6% | +1.8% | -22.4% | -23.5% |
| 1Y | -10.6% | +1.1% | -11.7% | -12.4% |
| All | -10.6% | +0.8% | -11.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling