-18.8%
PATH vs SIMO
+252.8%
-271.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +3.4% |
| 7D | -4.8% | -16.9% | +12.1% | -4.0% |
| 30D | +2.7% | -35.4% | +38.0% | +4.7% |
| 3M | -4.2% | -31.9% | +27.7% | -3.2% |
| 6M | +24.7% | -19.3% | +44.1% | +18.6% |
| YTD | -17.6% | +98.5% | -116.0% | -42.8% |
| 1Y | -5.3% | +100.5% | -105.8% | -34.7% |
| All | -18.8% | +252.8% | -271.6% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling