-5.3%
PATH vs SIMO
+94.5%
-99.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +2.0% |
| 7D | -4.8% | -16.9% | +12.1% | -6.2% |
| 30D | +2.7% | -35.4% | +38.0% | -1.1% |
| 3M | -4.2% | -31.9% | +27.7% | -6.2% |
| 6M | +24.7% | -19.3% | +44.1% | +21.1% |
| YTD | -17.6% | +98.5% | -116.0% | -35.9% |
| 1Y | -5.3% | +100.5% | -105.8% | -26.7% |
| All | -5.3% | +94.5% | -99.8% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling