-78.0%
PATH vs SMTC
+119.6%
-197.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +9.2% | -25.9% | -19.0% |
| 7D | -16.3% | +12.7% | -29.1% | -19.4% |
| 30D | +9.9% | +22.0% | -12.1% | +2.2% |
| 3M | +30.2% | -12.7% | +42.8% | +29.2% |
| 6M | +37.2% | +64.8% | -27.6% | +7.2% |
| YTD | -7.3% | +100.7% | -108.0% | -33.1% |
| 1Y | +40.0% | +146.9% | -106.9% | -6.5% |
| 3Y | -4.4% | +456.8% | -461.2% | -63.6% |
| 5Y | -76.0% | +89.2% | -165.3% | -82.7% |
| All | -78.0% | +119.6% | -197.6% | -84.2% |
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 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