-21.8%
PATH vs SBAC
-10.4%
-11.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.1% |
| 7D | -5.3% | +1.2% | -6.5% | -5.4% |
| 30D | -0.5% | +11.2% | -11.7% | -1.5% |
| 3M | -7.1% | +4.5% | -11.6% | -7.5% |
| 6M | +23.8% | -12.2% | +36.0% | +23.8% |
| YTD | -20.7% | -0.1% | -20.6% | -21.7% |
| 1Y | -8.1% | -0.3% | -7.8% | -9.3% |
| 3Y | -21.8% | -8.7% | -13.1% | -20.9% |
| All | -21.8% | -10.4% | -11.4% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling