-75.7%
PATH vs SBAC
-43.7%
-32.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.1% | -15.5% | -16.2% |
| 7D | -16.3% | -0.8% | -15.5% | -16.0% |
| 30D | +9.9% | +6.9% | +3.0% | +7.5% |
| 3M | +30.2% | -8.2% | +38.4% | +33.7% |
| 6M | +37.2% | -1.6% | +38.9% | +35.6% |
| YTD | -7.3% | -0.1% | -7.2% | -9.7% |
| 1Y | +40.0% | -0.5% | +40.5% | +36.1% |
| 3Y | -4.4% | -9.1% | +4.7% | -7.4% |
| All | -75.7% | -43.7% | -32.0% | -70.6% |
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