-78.0%
PATH vs SIMO
+343.8%
-421.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +8.7% | -25.3% | -18.1% |
| 7D | -16.3% | +4.2% | -20.5% | -17.2% |
| 30D | +9.9% | +4.1% | +5.8% | +7.9% |
| 3M | +30.2% | -12.9% | +43.0% | +29.1% |
| 6M | +37.2% | +110.3% | -73.1% | +1.2% |
| YTD | -7.3% | +178.6% | -185.9% | -39.7% |
| 1Y | +40.0% | +220.0% | -180.0% | -13.1% |
| 3Y | -4.4% | +409.0% | -413.4% | -51.6% |
| 5Y | -76.0% | +277.3% | -353.3% | -86.9% |
| All | -78.0% | +343.8% | -421.8% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling