-21.8%
PATH vs SIMO
+202.0%
-223.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -14.4% | +10.7% | -3.0% |
| 7D | -5.6% | -31.4% | +25.8% | -3.9% |
| 30D | -0.7% | -45.2% | +44.5% | +2.2% |
| 3M | -5.9% | -36.5% | +30.7% | -5.0% |
| 6M | +21.6% | -34.2% | +55.8% | +17.8% |
| YTD | -20.6% | +69.9% | -90.5% | -44.5% |
| 1Y | -10.6% | +60.4% | -71.0% | -36.2% |
| All | -21.8% | +202.0% | -223.8% | -61.0% |
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