-62.2%
PATH vs SMR
-48.1%
-14.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.0% | +2.9% | -0.6% |
| 7D | -2.3% | -2.8% | +0.5% | -2.3% |
| 30D | -4.8% | -27.5% | +22.7% | -1.2% |
| 3M | -17.7% | -43.1% | +25.4% | -12.5% |
| 6M | +18.9% | -58.4% | +77.3% | +30.1% |
| YTD | -21.7% | -63.2% | +41.4% | -14.7% |
| 1Y | -9.6% | -81.6% | +72.0% | +7.9% |
| 3Y | -25.8% | +149.8% | -175.6% | -52.0% |
| All | -62.2% | -48.1% | -14.1% | -67.9% |
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