-77.0%
PATH vs SBAC
-40.3%
-36.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.6% |
| 7D | -5.3% | +1.2% | -6.5% | -5.7% |
| 30D | -0.5% | +11.2% | -11.7% | -4.4% |
| 3M | -7.1% | +4.5% | -11.6% | -8.8% |
| 6M | +23.8% | -12.2% | +36.0% | +28.8% |
| YTD | -20.7% | -0.1% | -20.6% | -23.0% |
| 1Y | -8.1% | -0.3% | -7.8% | -10.7% |
| 3Y | -21.8% | -8.7% | -13.1% | -24.8% |
| All | -77.0% | -40.3% | -36.7% | -70.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling