-61.4%
PATH vs SMR
-52.0%
-9.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.8% | +7.5% | +0.7% |
| 7D | +0.7% | +10.3% | -9.6% | -0.9% |
| 30D | -1.1% | -25.7% | +24.6% | +2.3% |
| 3M | -14.2% | -49.7% | +35.6% | -7.2% |
| 6M | +30.9% | -59.8% | +90.7% | +43.8% |
| YTD | -20.1% | -66.0% | +45.9% | -12.0% |
| 1Y | -8.1% | -81.4% | +73.4% | +9.6% |
| 3Y | -24.3% | +130.6% | -154.9% | -50.5% |
| All | -61.4% | -52.0% | -9.4% | -66.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling