-77.0%
PATH vs SITM
+42.2%
-119.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +17.4% | -17.5% | -4.7% |
| 7D | -5.3% | -6.7% | +1.4% | -4.4% |
| 30D | -0.5% | -37.3% | +36.8% | +11.0% |
| 3M | -7.1% | -39.4% | +32.2% | +2.7% |
| 6M | +23.8% | -33.1% | +56.9% | +25.5% |
| YTD | -20.7% | +18.0% | -38.7% | -36.7% |
| 1Y | -8.1% | +22.7% | -30.8% | -28.2% |
| 3Y | -21.8% | +283.8% | -305.6% | -68.0% |
| All | -77.0% | +42.2% | -119.2% | -88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling