-16.0%
PATH vs SN
+490.7%
-506.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.4% |
| 7D | -16.3% | -9.3% | -7.0% | -14.3% |
| 30D | +9.9% | -4.8% | +14.7% | +11.4% |
| 3M | +30.2% | +40.4% | -10.3% | +19.9% |
| 6M | +37.2% | +50.9% | -13.7% | +23.4% |
| YTD | -7.3% | +54.9% | -62.3% | -17.7% |
| 1Y | +40.0% | +43.0% | -3.0% | +26.4% |
| 3Y | -4.4% | +391.8% | -396.2% | -36.8% |
| All | -16.0% | +490.7% | -506.7% | -44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling