-8.6%
PATH vs SMR
-81.3%
+72.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | -2.7% | +1.9% | -4.7% | -3.3% |
| 30D | -1.4% | -21.9% | +20.6% | +2.0% |
| 3M | -16.4% | -47.1% | +30.7% | -9.0% |
| 6M | +23.3% | -60.6% | +83.9% | +40.4% |
| YTD | -19.8% | -63.1% | +43.3% | -12.9% |
| 1Y | -8.6% | -80.4% | +71.9% | +39.8% |
| All | -8.6% | -81.3% | +72.8% | +39.8% |
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