-21.8%
PATH vs SITM
+316.6%
-338.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.6% | -9.8% | -1.4% |
| 7D | -2.7% | +9.4% | -12.1% | -4.3% |
| 30D | -3.7% | -25.4% | +21.7% | -0.4% |
| 3M | -13.8% | -37.0% | +23.2% | -9.4% |
| 6M | +20.3% | -45.1% | +65.4% | +27.3% |
| YTD | -20.8% | +29.4% | -50.2% | -31.9% |
| 1Y | -9.2% | +39.8% | -49.0% | -23.8% |
| 3Y | -21.8% | +328.2% | -350.0% | -52.5% |
| All | -21.8% | +316.6% | -338.3% | -52.5% |
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