-76.8%
PATH vs SFM
+118.6%
-195.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.1% | +1.4% | -2.9% |
| 7D | -5.6% | +7.5% | -13.1% | -6.8% |
| 30D | -0.7% | -20.8% | +20.1% | +2.4% |
| 3M | -5.9% | -39.4% | +33.5% | +0.9% |
| 6M | +21.6% | -34.5% | +56.1% | +27.8% |
| YTD | -20.6% | -35.2% | +14.6% | -16.9% |
| 1Y | -10.6% | -35.3% | +24.7% | -6.4% |
| 3Y | -24.9% | +23.9% | -48.8% | -32.9% |
| 5Y | -76.8% | +113.8% | -190.7% | -78.3% |
| All | -76.8% | +118.6% | -195.4% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling