-9.6%
PATH vs SM
+64.7%
-74.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.3% |
| 7D | -2.3% | -19.5% | +17.2% | -0.8% |
| 30D | -4.8% | -20.2% | +15.4% | -3.3% |
| 3M | -17.7% | -6.5% | -11.2% | -17.6% |
| 6M | +18.9% | +1.6% | +17.4% | +16.9% |
| YTD | -21.7% | +61.2% | -83.0% | -28.8% |
| 1Y | -9.6% | +65.4% | -75.0% | -17.6% |
| All | -9.6% | +64.7% | -74.4% | -17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling