-78.0%
PATH vs SGI
+92.7%
-170.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.5% | -17.1% | -16.9% |
| 7D | -16.3% | +8.5% | -24.9% | -20.0% |
| 30D | +9.9% | +0.7% | +9.2% | +9.0% |
| 3M | +30.2% | +0.6% | +29.6% | +28.0% |
| 6M | +37.2% | -17.9% | +55.2% | +47.2% |
| YTD | -7.3% | -21.2% | +13.9% | +1.2% |
| 1Y | +40.0% | -18.9% | +58.9% | +47.6% |
| 3Y | -4.4% | +52.6% | -57.0% | -35.3% |
| 5Y | -76.0% | +60.7% | -136.7% | -87.3% |
| All | -78.0% | +92.7% | -170.7% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling