-28.1%
PATH vs SN
+659.6%
-687.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.7% |
| 7D | -5.3% | +7.2% | -12.5% | -7.0% |
| 30D | -0.5% | +20.4% | -20.9% | -5.1% |
| 3M | -7.1% | +23.9% | -31.1% | -12.1% |
| 6M | +23.8% | +93.0% | -69.2% | +5.0% |
| YTD | -20.7% | +99.2% | -119.9% | -34.1% |
| 1Y | -8.1% | +142.6% | -150.7% | -27.7% |
| 3Y | -21.8% | +398.8% | -420.6% | -50.8% |
| All | -28.1% | +659.6% | -687.7% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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