-21.8%
PATH vs SM
-20.8%
-1.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -2.9% |
| 7D | -5.6% | -25.1% | +19.6% | -1.0% |
| 30D | -0.7% | -15.6% | +14.9% | +1.7% |
| 3M | -5.9% | +2.7% | -8.6% | -7.3% |
| 6M | +21.6% | -3.8% | +25.4% | +19.9% |
| YTD | -20.6% | +61.8% | -82.5% | -31.1% |
| 1Y | -10.6% | +71.4% | -82.0% | -23.5% |
| All | -21.8% | -20.8% | -1.0% | -27.7% |
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