-80.8%
PATH vs SHAK
-30.3%
-50.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.1% |
| 7D | +2.1% | +4.3% | -2.2% | +0.2% |
| 30D | +1.6% | +9.0% | -7.4% | -2.3% |
| 3M | -20.4% | +1.8% | -22.3% | -21.9% |
| 6M | +40.1% | +17.3% | +22.8% | +27.9% |
| YTD | -19.0% | -7.6% | -11.4% | -23.1% |
| 1Y | -5.8% | -16.9% | +11.1% | -6.9% |
| 3Y | -22.9% | +35.1% | -58.0% | -50.1% |
| 5Y | -75.3% | -11.3% | -64.0% | -82.0% |
| All | -80.8% | -30.3% | -50.5% | -85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 10y: compounded portfolio wealth divided by compounded SHAK 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…
10y analysis · Full analysis span regression · 6 months rolling