-80.4%
PATH vs SBAC
-27.6%
-52.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.8% | -2.9% | +0.8% |
| 7D | -4.8% | +5.8% | -10.6% | -6.7% |
| 30D | +2.7% | +20.8% | -18.1% | -4.3% |
| 3M | -4.2% | +4.8% | -8.9% | -6.0% |
| 6M | +24.7% | -9.1% | +33.9% | +28.2% |
| YTD | -17.6% | +3.1% | -20.6% | -20.8% |
| 1Y | -5.3% | +2.2% | -7.5% | -8.8% |
| 3Y | -22.0% | -8.4% | -13.6% | -24.3% |
| 5Y | -76.5% | -38.6% | -37.9% | -70.5% |
| All | -80.4% | -27.6% | -52.8% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling