-81.2%
PATH vs SMTC
+53.2%
-134.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +12.7% | -12.8% | -3.0% |
| 7D | -5.3% | -19.0% | +13.7% | -1.5% |
| 30D | -0.5% | -46.7% | +46.2% | +13.2% |
| 3M | -7.1% | -23.4% | +16.3% | -6.6% |
| 6M | +23.8% | -13.4% | +37.2% | +13.9% |
| YTD | -20.7% | +40.1% | -60.7% | -39.9% |
| 1Y | -8.1% | +47.7% | -55.7% | -31.7% |
| 3Y | -21.8% | +606.9% | -628.7% | -76.2% |
| 5Y | -76.8% | +14.4% | -91.2% | -81.7% |
| All | -81.2% | +53.2% | -134.4% | -85.8% |
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