-8.1%
PATH vs SNOW
+2.8%
-10.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -1.0% |
| 7D | -5.3% | -9.9% | +4.5% | -1.7% |
| 30D | -0.5% | -17.1% | +16.6% | +6.2% |
| 3M | -7.1% | -13.2% | +6.1% | -2.1% |
| 6M | +23.8% | +97.4% | -73.6% | -1.5% |
| YTD | -20.7% | +25.8% | -46.4% | -34.6% |
| 1Y | -8.1% | +4.2% | -12.3% | -34.9% |
| All | -8.1% | +2.8% | -10.9% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 1y: compounded portfolio wealth divided by compounded SNOW 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…
1y analysis · Full analysis span regression · 6 months rolling