-81.1%
PATH vs SHAK
-35.1%
-46.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -2.1% |
| 7D | -5.6% | -1.0% | -4.6% | -5.3% |
| 30D | -0.7% | +8.1% | -8.8% | -4.1% |
| 3M | -5.9% | -6.1% | +0.2% | -4.4% |
| 6M | +21.6% | -27.7% | +49.3% | +31.4% |
| YTD | -20.6% | -14.0% | -6.6% | -22.3% |
| 1Y | -10.6% | -27.1% | +16.5% | -6.4% |
| 3Y | -24.9% | +17.3% | -42.2% | -47.7% |
| 5Y | -76.8% | -23.2% | -53.6% | -82.4% |
| All | -81.1% | -35.1% | -46.1% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling