-77.0%
PATH vs SHAK
-19.2%
-57.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.0% | -3.0% | -1.3% |
| 7D | -5.3% | +2.0% | -7.3% | -6.2% |
| 30D | -0.5% | +12.0% | -12.6% | -5.6% |
| 3M | -7.1% | +2.3% | -9.5% | -8.9% |
| 6M | +23.8% | -25.5% | +49.3% | +32.7% |
| YTD | -20.7% | -11.4% | -9.3% | -23.6% |
| 1Y | -8.1% | -21.8% | +13.7% | -6.8% |
| 3Y | -21.8% | +25.8% | -47.7% | -51.7% |
| All | -77.0% | -19.2% | -57.8% | -83.1% |
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