+21.6%
PATH vs SNOW
+85.3%
-63.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.2% | +3.5% | -1.0% |
| 7D | -5.6% | -18.4% | +12.8% | +1.5% |
| 30D | -0.7% | -19.8% | +19.1% | +7.2% |
| 3M | -5.9% | -14.9% | +9.1% | +0.3% |
| 6M | +21.6% | +90.2% | -68.6% | +2.8% |
| All | +21.6% | +85.3% | -63.7% | +2.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling