-81.1%
PATH vs SMTC
+35.9%
-117.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -17.5% | +13.8% | +0.3% |
| 7D | -5.6% | -35.0% | +29.4% | +3.5% |
| 30D | -0.7% | -53.6% | +52.9% | +17.0% |
| 3M | -5.9% | -24.5% | +18.6% | -5.4% |
| 6M | +21.6% | -19.0% | +40.6% | +13.2% |
| YTD | -20.6% | +24.2% | -44.8% | -38.0% |
| 1Y | -10.6% | +35.6% | -46.2% | -32.5% |
| 3Y | -24.9% | +521.9% | -546.8% | -76.3% |
| 5Y | -76.8% | +1.5% | -78.3% | -81.2% |
| All | -81.1% | +35.9% | -117.1% | -85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling