+40.0%
PATH vs SE
-38.5%
+78.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.4% |
| 7D | -16.3% | -6.1% | -10.2% | -15.1% |
| 30D | +9.9% | -2.5% | +12.4% | +9.8% |
| 3M | +30.2% | +21.7% | +8.4% | +22.9% |
| 6M | +37.2% | +27.0% | +10.2% | +28.1% |
| YTD | -7.3% | -12.1% | +4.8% | -2.4% |
| 1Y | +40.0% | -40.9% | +80.9% | +63.4% |
| All | +40.0% | -38.5% | +78.5% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 1y: compounded portfolio wealth divided by compounded SE 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…
1y analysis · Full analysis span regression · 6 months rolling