-78.0%
PATH vs SITM
+576.1%
-654.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.5% | -23.2% | -18.4% |
| 7D | -16.3% | +9.7% | -26.0% | -18.8% |
| 30D | +9.9% | +12.7% | -2.8% | +4.1% |
| 3M | +30.2% | -13.4% | +43.6% | +29.8% |
| 6M | +37.2% | +59.6% | -22.4% | +7.9% |
| YTD | -7.3% | +73.3% | -80.6% | -31.0% |
| 1Y | +40.0% | +165.5% | -125.5% | -12.6% |
| 3Y | -4.4% | +368.7% | -373.1% | -59.2% |
| 5Y | -76.0% | +172.5% | -248.5% | -88.9% |
| All | -78.0% | +576.1% | -654.1% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling