-75.6%
PATH vs SHAK
-13.2%
-62.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +1.0% |
| 7D | +0.7% | +4.1% | -3.4% | -1.2% |
| 30D | -1.1% | +2.3% | -3.4% | -2.6% |
| 3M | -14.2% | -0.2% | -13.9% | -15.0% |
| 6M | +30.9% | +10.1% | +20.8% | +22.1% |
| YTD | -20.1% | -10.5% | -9.6% | -23.5% |
| 1Y | -8.1% | -22.4% | +14.3% | -6.4% |
| 3Y | -24.3% | +32.1% | -56.4% | -54.9% |
| 5Y | -75.6% | -14.0% | -61.6% | -82.1% |
| All | -75.6% | -13.2% | -62.4% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling