-80.8%
PATH vs SNY
+19.0%
-99.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +2.1% | +2.8% | -0.8% | +1.4% |
| 30D | +1.6% | +21.6% | -20.0% | -2.8% |
| 3M | -20.4% | +10.5% | -30.9% | -22.2% |
| 6M | +40.1% | +14.0% | +26.1% | +35.8% |
| YTD | -19.0% | +5.4% | -24.4% | -20.3% |
| 1Y | -5.8% | -2.5% | -3.4% | -5.7% |
| 3Y | -22.9% | +22.1% | -45.0% | -29.1% |
| 5Y | -75.3% | +18.0% | -93.3% | -77.0% |
| All | -80.8% | +19.0% | -99.8% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling