-10.6%
PATH vs SFM
-37.9%
+27.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.1% | +1.4% | -3.4% |
| 7D | -5.6% | +7.5% | -13.1% | -5.9% |
| 30D | -0.7% | -20.8% | +20.1% | +0.5% |
| 3M | -5.9% | -39.4% | +33.5% | -4.9% |
| 6M | +21.6% | -34.5% | +56.1% | +21.6% |
| YTD | -20.6% | -35.2% | +14.6% | -19.3% |
| 1Y | -10.6% | -35.3% | +24.7% | -9.2% |
| All | -10.6% | -37.9% | +27.3% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling