-25.8%
PATH vs SNOW
+89.8%
-115.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.7% | -1.8% |
| 7D | -2.3% | +0.2% | -2.5% | -2.6% |
| 30D | -4.8% | -19.8% | +15.0% | +4.0% |
| 3M | -17.7% | -11.6% | -6.1% | -13.9% |
| 6M | +18.9% | +94.0% | -75.1% | -12.0% |
| YTD | -21.7% | +34.8% | -56.5% | -32.8% |
| 1Y | -9.6% | +10.1% | -19.8% | -17.1% |
| 3Y | -25.8% | +84.4% | -110.2% | -44.5% |
| All | -25.8% | +89.8% | -115.6% | -44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling