+40.0%
PATH vs SGI
-17.2%
+57.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.1% | -16.7% |
| 7D | -16.3% | +8.5% | -24.9% | -16.7% |
| 30D | +9.9% | +0.7% | +9.2% | +9.7% |
| 3M | +30.2% | +0.6% | +29.6% | +29.8% |
| 6M | +37.2% | -17.9% | +55.2% | +37.6% |
| YTD | -7.3% | -21.2% | +13.9% | -5.2% |
| 1Y | +40.0% | -18.9% | +58.9% | +48.8% |
| All | +40.0% | -17.2% | +57.2% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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