-81.1%
PATH vs SIMO
+170.7%
-251.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.4% | +10.7% | -1.6% |
| 7D | -5.6% | -31.4% | +25.8% | -0.7% |
| 30D | -0.7% | -45.2% | +44.5% | +7.5% |
| 3M | -5.9% | -36.5% | +30.7% | -2.5% |
| 6M | +21.6% | -34.2% | +55.8% | +19.0% |
| YTD | -20.6% | +69.9% | -90.5% | -45.5% |
| 1Y | -10.6% | +60.4% | -71.0% | -37.4% |
| 3Y | -24.9% | +203.1% | -228.0% | -59.6% |
| 5Y | -76.8% | +145.4% | -222.3% | -86.7% |
| All | -81.1% | +170.7% | -251.8% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling