+17.7%
PATH vs SNY
-3.5%
+21.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -2.4% | -5.3% | -7.8% |
| 7D | -22.8% | -2.7% | -20.0% | -22.8% |
| 30D | -6.9% | -0.7% | -6.2% | -6.9% |
| 3M | +25.4% | -1.6% | +27.1% | +25.1% |
| 6M | +18.1% | +2.3% | +15.9% | +18.4% |
| YTD | -14.5% | -6.0% | -8.5% | -14.6% |
| All | +17.7% | -3.5% | +21.2% | +20.0% |
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