-9.6%
PATH vs SNY
+1.8%
-11.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | -2.3% | +6.4% | -8.7% | -2.6% |
| 30D | -4.8% | +20.4% | -25.2% | -5.8% |
| 3M | -17.7% | +10.9% | -28.6% | -18.3% |
| 6M | +18.9% | +11.4% | +7.5% | +17.7% |
| YTD | -21.7% | +5.0% | -26.8% | -22.9% |
| 1Y | -9.6% | +0.5% | -10.1% | -12.4% |
| All | -9.6% | +1.8% | -11.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling