-21.8%
PATH vs SE
+64.7%
-86.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.7% | +2.0% | -2.3% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -0.7% | -21.7% | +21.0% | +5.4% |
| 3M | -5.9% | -34.2% | +28.3% | +3.8% |
| 6M | +21.6% | -10.5% | +32.1% | +23.0% |
| YTD | -20.6% | -40.7% | +20.1% | -10.8% |
| 1Y | -10.6% | -52.1% | +41.5% | +6.0% |
| All | -21.8% | +64.7% | -86.5% | -32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling