-81.0%
PATH vs SNAP
-90.7%
+9.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | +0.2% |
| 7D | -2.7% | -9.8% | +7.1% | +0.3% |
| 30D | -1.4% | -18.2% | +16.9% | +4.9% |
| 3M | -16.4% | -3.1% | -13.3% | -16.3% |
| 6M | +23.3% | -7.1% | +30.4% | +24.6% |
| YTD | -19.8% | -33.8% | +14.0% | -10.7% |
| 1Y | -8.6% | -39.0% | +30.5% | +4.6% |
| 3Y | -24.0% | -52.8% | +28.8% | -17.8% |
| 5Y | -77.1% | -90.0% | +12.9% | -66.5% |
| All | -81.0% | -90.7% | +9.8% | -73.0% |
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