-81.4%
PATH vs SE
-66.7%
-14.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.5% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | -4.8% | -19.4% | +14.5% | +3.6% |
| 3M | -17.7% | -33.1% | +15.4% | -4.1% |
| 6M | +18.9% | -11.4% | +30.4% | +21.3% |
| YTD | -21.7% | -39.8% | +18.1% | -7.1% |
| 1Y | -9.6% | -50.5% | +40.8% | +16.3% |
| 3Y | -25.8% | +68.9% | -94.7% | -51.7% |
| 5Y | -77.1% | -77.1% | 0.0% | -64.6% |
| All | -81.4% | -66.7% | -14.7% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling