-75.2%
PATH vs SITM
+73.6%
-148.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +2.8% |
| 7D | +2.1% | +6.6% | -4.5% | +0.1% |
| 30D | +1.6% | -15.3% | +16.9% | +4.6% |
| 3M | -20.4% | -35.4% | +14.9% | -13.6% |
| 6M | +40.1% | -46.8% | +86.9% | +54.9% |
| YTD | -19.0% | +25.9% | -44.9% | -36.9% |
| 1Y | -5.8% | +54.0% | -59.8% | -32.3% |
| 3Y | -22.9% | +315.6% | -338.5% | -69.9% |
| All | -75.2% | +73.6% | -148.8% | -87.8% |
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 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