-81.4%
PATH vs SITM
+390.9%
-472.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.4% |
| 7D | -2.3% | -0.1% | -2.2% | -3.2% |
| 30D | -4.8% | -27.4% | +22.6% | +2.0% |
| 3M | -17.7% | -35.6% | +17.9% | -10.6% |
| 6M | +18.9% | -46.6% | +65.6% | +31.0% |
| YTD | -21.7% | +25.8% | -47.6% | -38.2% |
| 1Y | -9.6% | +38.2% | -47.9% | -31.5% |
| 3Y | -25.8% | +311.5% | -337.4% | -68.9% |
| 5Y | -77.1% | +94.6% | -171.7% | -88.6% |
| All | -81.4% | +390.9% | -472.3% | -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