-78.0%
PATH vs SNAP
-90.5%
+12.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.0% | -12.6% | -15.3% |
| 7D | -16.3% | +0.7% | -17.0% | -16.3% |
| 30D | +9.9% | +2.6% | +7.3% | +8.7% |
| 3M | +30.2% | -9.9% | +40.0% | +33.7% |
| 6M | +37.2% | +1.9% | +35.4% | +33.8% |
| YTD | -7.3% | -32.2% | +24.9% | +3.1% |
| 1Y | +40.0% | -22.8% | +62.8% | +48.8% |
| 3Y | -4.4% | -47.6% | +43.2% | +0.2% |
| 5Y | -76.0% | -92.7% | +16.7% | -63.3% |
| All | -78.0% | -90.5% | +12.5% | -68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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