-21.8%
PATH vs SITM
+214.9%
-236.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -12.0% | +8.3% | -2.1% |
| 7D | -5.6% | -27.3% | +21.7% | -1.7% |
| 30D | -0.7% | -50.1% | +49.4% | +8.7% |
| 3M | -5.9% | -34.6% | +28.8% | -2.4% |
| 6M | +21.6% | -40.5% | +62.1% | +24.5% |
| YTD | -20.6% | +0.5% | -21.1% | -29.2% |
| 1Y | -10.6% | +27.2% | -37.8% | -25.6% |
| All | -21.8% | +214.9% | -236.7% | -50.0% |
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