-80.4%
PATH vs SIMO
+216.2%
-296.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +4.3% |
| 7D | -4.8% | -16.9% | +12.1% | -2.5% |
| 30D | +2.7% | -35.4% | +38.0% | +8.6% |
| 3M | -4.2% | -31.9% | +27.7% | -1.3% |
| 6M | +24.7% | -19.3% | +44.1% | +17.9% |
| YTD | -17.6% | +98.5% | -116.0% | -44.6% |
| 1Y | -5.3% | +100.5% | -105.8% | -36.7% |
| 3Y | -22.0% | +254.1% | -276.1% | -58.9% |
| 5Y | -76.5% | +187.4% | -263.9% | -86.8% |
| All | -80.4% | +216.2% | -296.6% | -89.1% |
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