-5.8%
PATH vs SFM
-36.8%
+31.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +2.1% | +6.0% | -4.0% | +1.7% |
| 30D | +1.6% | -19.5% | +21.1% | +2.7% |
| 3M | -20.4% | -37.0% | +16.6% | -19.7% |
| 6M | +40.1% | -41.0% | +81.1% | +40.8% |
| YTD | -19.0% | -34.6% | +15.6% | -17.5% |
| 1Y | -5.8% | -36.3% | +30.4% | -3.4% |
| All | -5.8% | -36.8% | +31.0% | -3.4% |
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