+8.7%
PATH vs SKDD
-47.6%
+56.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -11.2% | +11.0% | +0.3% |
| 7D | -2.7% | +12.2% | -14.9% | -3.4% |
| 30D | -3.7% | +26.1% | -29.8% | -6.3% |
| 3M | -13.8% | -33.1% | +19.4% | -13.4% |
| All | +8.7% | -47.6% | +56.3% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 6mo: compounded portfolio wealth divided by compounded SKDD 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…
6mo analysis · Full analysis span regression · Available span rolling