-78.0%
PATH vs SE
-51.4%
-26.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.2% |
| 7D | -16.3% | -6.1% | -10.2% | -14.1% |
| 30D | +9.9% | -2.5% | +12.4% | +10.0% |
| 3M | +30.2% | +21.7% | +8.4% | +18.0% |
| 6M | +37.2% | +27.0% | +10.2% | +20.1% |
| YTD | -7.3% | -12.1% | +4.8% | -5.6% |
| 1Y | +40.0% | -40.9% | +80.9% | +68.7% |
| 3Y | -4.4% | +191.0% | -195.4% | -51.4% |
| 5Y | -76.0% | -68.3% | -7.8% | -67.5% |
| All | -78.0% | -51.4% | -26.6% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling