-78.0%
PATH vs SIRI
-44.3%
-33.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.6% | -14.0% | -15.9% |
| 7D | -16.3% | +1.6% | -17.9% | -16.6% |
| 30D | +9.9% | -4.7% | +14.6% | +11.2% |
| 3M | +30.2% | +5.3% | +24.9% | +28.5% |
| 6M | +37.2% | +30.5% | +6.7% | +27.5% |
| YTD | -7.3% | +49.6% | -57.0% | -17.4% |
| 1Y | +40.0% | +28.5% | +11.5% | +29.8% |
| 3Y | -4.4% | -27.5% | +23.1% | -2.4% |
| 5Y | -76.0% | -44.7% | -31.4% | -72.7% |
| All | -78.0% | -44.3% | -33.7% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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