-18.8%
PATH vs SMR
+45.3%
-64.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.5% | +7.4% | +3.4% |
| 7D | -4.8% | -9.5% | +4.7% | -3.7% |
| 30D | +2.7% | -33.2% | +35.9% | +7.6% |
| 3M | -4.2% | -45.9% | +41.8% | +2.4% |
| 6M | +24.7% | -57.9% | +82.6% | +35.5% |
| YTD | -17.6% | -63.8% | +46.2% | -10.1% |
| 1Y | -5.3% | -85.6% | +80.3% | +15.0% |
| All | -18.8% | +45.3% | -64.1% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling