-76.8%
PATH vs SBAC
-39.7%
-37.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.3% |
| 7D | -5.6% | +4.4% | -10.0% | -7.0% |
| 30D | -0.7% | +13.8% | -14.5% | -5.4% |
| 3M | -5.9% | +9.0% | -14.8% | -8.9% |
| 6M | +21.6% | -10.0% | +31.6% | +25.5% |
| YTD | -20.6% | +1.8% | -22.4% | -23.4% |
| 1Y | -10.6% | +1.1% | -11.7% | -13.5% |
| 3Y | -24.9% | -9.5% | -15.4% | -26.7% |
| 5Y | -76.8% | -39.0% | -37.8% | -70.2% |
| All | -76.8% | -39.7% | -37.1% | -70.2% |
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