-81.0%
PATH vs SITM
+419.8%
-500.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.7% | +32.5% | -31.9% | -7.1% |
| 30D | -1.1% | -18.8% | +17.7% | +2.9% |
| 3M | -14.2% | -30.9% | +16.7% | -8.5% |
| 6M | +30.9% | -44.5% | +75.3% | +42.9% |
| YTD | -20.1% | +33.2% | -53.3% | -37.9% |
| 1Y | -8.1% | +53.8% | -61.9% | -32.4% |
| 3Y | -24.3% | +335.7% | -360.0% | -68.7% |
| 5Y | -75.6% | +84.6% | -160.2% | -87.7% |
| All | -81.0% | +419.8% | -500.8% | -92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling