-81.2%
PATH vs SMTC
+72.9%
-154.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +12.8% | -13.0% | -3.1% |
| 7D | -2.7% | -4.8% | +2.1% | -2.7% |
| 30D | -3.7% | -37.8% | +34.1% | +5.6% |
| 3M | -13.8% | -16.5% | +2.7% | -15.0% |
| 6M | +20.3% | -4.4% | +24.7% | +8.2% |
| YTD | -20.8% | +58.0% | -78.8% | -41.7% |
| 1Y | -9.2% | +62.0% | -71.2% | -33.9% |
| 3Y | -21.8% | +745.7% | -767.4% | -77.5% |
| 5Y | -77.4% | +29.0% | -106.4% | -82.7% |
| All | -81.2% | +72.9% | -154.1% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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