-76.8%
PATH vs SNOW
-24.7%
-52.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.2% | +3.5% | +0.3% |
| 7D | -5.6% | -18.4% | +12.8% | +5.2% |
| 30D | -0.7% | -19.8% | +19.1% | +11.2% |
| 3M | -5.9% | -14.9% | +9.1% | +1.9% |
| 6M | +21.6% | +90.2% | -68.6% | -19.8% |
| YTD | -20.6% | +22.9% | -43.5% | -33.3% |
| 1Y | -10.6% | +1.8% | -12.4% | -18.0% |
| 3Y | -24.9% | +79.7% | -104.6% | -56.4% |
| 5Y | -76.8% | -26.1% | -50.7% | -81.6% |
| All | -76.8% | -24.7% | -52.1% | -81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling