-80.4%
PATH vs SNOW
+30.9%
-111.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.7% |
| 7D | -4.8% | -14.5% | +9.7% | +3.4% |
| 30D | +2.7% | -14.3% | +16.9% | +10.9% |
| 3M | -4.2% | -8.3% | +4.1% | -0.5% |
| 6M | +24.7% | +101.5% | -76.8% | -19.8% |
| YTD | -17.6% | +32.5% | -50.0% | -33.3% |
| 1Y | -5.3% | +9.5% | -14.8% | -16.4% |
| 3Y | -22.0% | +93.7% | -115.7% | -56.0% |
| 5Y | -76.5% | -18.6% | -58.0% | -81.3% |
| All | -80.4% | +30.9% | -111.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling