-18.8%
PATH vs SM
-17.0%
-1.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.3% | +18.2% | +5.5% |
| 7D | -4.8% | -21.5% | +16.7% | -1.0% |
| 30D | +2.7% | -11.4% | +14.0% | +4.2% |
| 3M | -4.2% | +0.6% | -4.8% | -5.3% |
| 6M | +24.7% | +0.2% | +24.5% | +22.1% |
| YTD | -17.6% | +69.7% | -87.2% | -29.1% |
| 1Y | -5.3% | +71.6% | -76.9% | -18.9% |
| All | -18.8% | -17.0% | -1.8% | -25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling