-61.7%
PATH vs SMR
-49.5%
-12.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +16.2% | -16.3% | -2.2% |
| 7D | -5.3% | -9.6% | +4.3% | -4.3% |
| 30D | -0.5% | -33.8% | +33.2% | +4.5% |
| 3M | -7.1% | -46.4% | +39.2% | -0.5% |
| 6M | +23.8% | -62.4% | +86.2% | +37.3% |
| YTD | -20.7% | -64.1% | +43.5% | -13.2% |
| 1Y | -8.1% | -84.3% | +76.3% | +12.0% |
| 3Y | -21.8% | +55.8% | -77.7% | -45.6% |
| All | -61.7% | -49.5% | -12.3% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling