-25.3%
PATH vs SN
+647.0%
-672.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.1% | -1.2% | +1.9% |
| 7D | -4.8% | +10.6% | -15.4% | -7.2% |
| 30D | +2.7% | +20.0% | -17.4% | -2.0% |
| 3M | -4.2% | +30.4% | -34.5% | -10.5% |
| 6M | +24.7% | +91.0% | -66.2% | +6.1% |
| YTD | -17.6% | +95.9% | -113.5% | -31.2% |
| 1Y | -5.3% | +158.9% | -164.2% | -27.0% |
| 3Y | -22.0% | +391.8% | -413.8% | -50.7% |
| All | -25.3% | +647.0% | -672.2% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling