-78.0%
PATH vs SFM
+202.4%
-280.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.9% | -19.5% | -17.1% |
| 7D | -16.3% | -0.1% | -16.2% | -16.4% |
| 30D | +9.9% | -4.4% | +14.3% | +10.3% |
| 3M | +30.2% | +1.5% | +28.6% | +28.9% |
| 6M | +37.2% | +6.5% | +30.7% | +33.9% |
| YTD | -7.3% | +2.2% | -9.5% | -9.1% |
| 1Y | +40.0% | -41.9% | +81.9% | +52.4% |
| 3Y | -4.4% | +106.8% | -111.2% | -20.5% |
| 5Y | -76.0% | +231.6% | -307.6% | -81.5% |
| All | -78.0% | +202.4% | -280.4% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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