-77.4%
PATH vs SITM
+63.2%
-140.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +9.6% | -9.8% | -2.7% |
| 7D | -2.7% | +9.4% | -12.1% | -6.0% |
| 30D | -3.7% | -25.4% | +21.7% | +2.6% |
| 3M | -13.8% | -37.0% | +23.2% | -5.6% |
| 6M | +20.3% | -45.1% | +65.4% | +31.9% |
| YTD | -20.8% | +29.4% | -50.2% | -38.7% |
| 1Y | -9.2% | +39.8% | -49.0% | -32.2% |
| 3Y | -21.8% | +328.2% | -350.0% | -69.6% |
| 5Y | -77.4% | +87.4% | -164.8% | -89.2% |
| All | -77.4% | +63.2% | -140.7% | -89.2% |
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