-23.7%
PATH vs SGI
+72.0%
-95.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.6% |
| 7D | -2.7% | -10.5% | +7.7% | +1.1% |
| 30D | -1.4% | +0.1% | -1.5% | -1.9% |
| 3M | -16.4% | -4.0% | -12.4% | -15.6% |
| 6M | +23.3% | -5.6% | +28.9% | +23.7% |
| YTD | -19.8% | -29.5% | +9.7% | -10.3% |
| 1Y | -8.6% | -31.5% | +23.0% | +3.6% |
| All | -23.7% | +72.0% | -95.7% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling