-8.1%
PATH vs SGI
-23.3%
+15.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +0.7% |
| 7D | -5.3% | +1.0% | -6.3% | -5.4% |
| 30D | -0.5% | +3.9% | -4.4% | -1.1% |
| 3M | -7.1% | -0.8% | -6.3% | -7.1% |
| 6M | +23.8% | -18.0% | +41.8% | +24.7% |
| YTD | -20.7% | -27.6% | +6.9% | -15.4% |
| 1Y | -8.1% | -27.2% | +19.2% | -1.3% |
| All | -8.1% | -23.3% | +15.2% | -1.3% |
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