-81.1%
PATH vs SIRI
-36.2%
-45.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.6% |
| 7D | -5.6% | +15.9% | -21.5% | -9.3% |
| 30D | -0.7% | +26.0% | -26.7% | -6.7% |
| 3M | -5.9% | +9.2% | -15.1% | -8.2% |
| 6M | +21.6% | +28.3% | -6.7% | +13.7% |
| YTD | -20.6% | +71.5% | -92.1% | -31.8% |
| 1Y | -10.6% | +55.0% | -65.5% | -21.0% |
| 3Y | -24.9% | -24.4% | -0.5% | -24.2% |
| 5Y | -76.8% | -37.6% | -39.2% | -74.4% |
| All | -81.1% | -36.2% | -45.0% | -80.5% |
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