-81.2%
PATH vs SITM
+360.5%
-441.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +17.4% | -17.5% | -4.7% |
| 7D | -5.3% | -6.7% | +1.4% | -4.4% |
| 30D | -0.5% | -37.3% | +36.8% | +10.9% |
| 3M | -7.1% | -39.4% | +32.2% | +2.6% |
| 6M | +23.8% | -33.1% | +56.9% | +25.6% |
| YTD | -20.7% | +18.0% | -38.7% | -36.2% |
| 1Y | -8.1% | +22.7% | -30.8% | -27.6% |
| 3Y | -21.8% | +283.8% | -305.6% | -66.5% |
| 5Y | -76.8% | +45.0% | -121.9% | -87.7% |
| All | -81.2% | +360.5% | -441.7% | -92.6% |
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