-5.3%
PATH vs SMR
-87.0%
+81.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +3.6% |
| 7D | -4.8% | -9.5% | +4.7% | -3.4% |
| 30D | +2.7% | -33.2% | +35.9% | +9.0% |
| 3M | -4.2% | -45.9% | +41.8% | +4.0% |
| 6M | +24.7% | -57.9% | +82.6% | +39.3% |
| YTD | -17.6% | -63.8% | +46.2% | -9.5% |
| 1Y | -5.3% | -85.6% | +80.3% | +38.2% |
| All | -5.3% | -87.0% | +81.7% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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