-22.9%
PATH vs SHAK
+36.4%
-59.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.7% |
| 7D | +2.1% | +4.3% | -2.2% | +1.1% |
| 30D | +1.6% | +9.0% | -7.4% | -0.4% |
| 3M | -20.4% | +1.8% | -22.3% | -21.1% |
| 6M | +40.1% | +17.3% | +22.8% | +33.9% |
| YTD | -19.0% | -7.6% | -11.4% | -21.3% |
| 1Y | -5.8% | -16.9% | +11.1% | -6.2% |
| 3Y | -22.9% | +35.1% | -58.0% | -31.3% |
| All | -22.9% | +36.4% | -59.3% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling