-80.4%
PATH vs SGI
+92.5%
-173.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.8% | -3.9% | -0.7% |
| 7D | -4.8% | +12.1% | -16.8% | -10.6% |
| 30D | +2.7% | +12.1% | -9.4% | -3.8% |
| 3M | -4.2% | +0.4% | -4.6% | -5.3% |
| 6M | +24.7% | -4.0% | +28.8% | +23.5% |
| YTD | -17.6% | -21.2% | +3.7% | -10.4% |
| 1Y | -5.3% | -12.1% | +6.8% | -5.2% |
| 3Y | -22.0% | +83.9% | -105.9% | -53.1% |
| 5Y | -76.5% | +63.3% | -139.8% | -87.7% |
| All | -80.4% | +92.5% | -173.0% | -89.8% |
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 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