-21.8%
PATH vs SHAK
+21.0%
-42.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -0.7% |
| 7D | -5.3% | +2.0% | -7.3% | -5.7% |
| 30D | -0.5% | +12.0% | -12.6% | -3.0% |
| 3M | -7.1% | +2.3% | -9.5% | -8.0% |
| 6M | +23.8% | -25.5% | +49.3% | +28.3% |
| YTD | -20.7% | -11.4% | -9.3% | -22.2% |
| 1Y | -8.1% | -21.8% | +13.7% | -7.1% |
| 3Y | -21.8% | +25.8% | -47.7% | -33.8% |
| All | -21.8% | +21.0% | -42.9% | -33.8% |
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