-10.6%
PATH vs SIMO
+71.5%
-82.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.4% | +10.7% | -4.9% |
| 7D | -5.6% | -31.4% | +25.8% | -8.5% |
| 30D | -0.7% | -45.2% | +44.5% | -5.7% |
| 3M | -5.9% | -36.5% | +30.7% | -8.7% |
| 6M | +21.6% | -34.2% | +55.8% | +16.9% |
| YTD | -20.6% | +69.9% | -90.5% | -39.3% |
| 1Y | -10.6% | +60.4% | -71.0% | -28.4% |
| All | -10.6% | +71.5% | -82.1% | -28.4% |
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