-8.1%
PATH vs SITM
+51.8%
-59.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.7% | +32.5% | -31.9% | +1.3% |
| 30D | -1.1% | -18.8% | +17.7% | -1.7% |
| 3M | -14.2% | -30.9% | +16.7% | -14.8% |
| 6M | +30.9% | -44.5% | +75.3% | +30.7% |
| YTD | -20.1% | +33.2% | -53.3% | -22.7% |
| 1Y | -8.1% | +53.8% | -61.9% | -14.6% |
| All | -8.1% | +51.8% | -59.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling