-80.4%
PATH vs SM
+121.4%
-201.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.3% | +18.2% | +5.9% |
| 7D | -4.8% | -21.5% | +16.7% | -0.5% |
| 30D | +2.7% | -11.4% | +14.0% | +4.5% |
| 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% | -28.9% |
| 1Y | -5.3% | +71.6% | -76.9% | -18.6% |
| 3Y | -22.0% | -16.9% | -5.1% | -24.8% |
| 5Y | -76.5% | -3.2% | -73.3% | -79.0% |
| All | -80.4% | +121.4% | -201.9% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling