-6.1%
PATH vs SITM
+372.9%
-379.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.5% | -23.2% | -17.6% |
| 7D | -16.3% | +9.7% | -26.0% | -17.7% |
| 30D | +9.9% | +12.7% | -2.8% | +6.7% |
| 3M | +30.2% | -13.4% | +43.6% | +30.5% |
| 6M | +37.2% | +59.6% | -22.4% | +18.2% |
| YTD | -7.3% | +73.3% | -80.6% | -23.2% |
| 1Y | +40.0% | +165.5% | -125.5% | +2.4% |
| All | -6.1% | +372.9% | -379.1% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling