-77.0%
PATH vs SNY
+13.9%
-90.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.1% |
| 7D | -5.3% | +6.1% | -11.4% | -6.5% |
| 30D | -0.5% | +17.0% | -17.6% | -4.0% |
| 3M | -7.1% | +9.7% | -16.8% | -9.1% |
| 6M | +23.8% | +7.5% | +16.3% | +21.5% |
| YTD | -20.7% | +2.5% | -23.1% | -21.5% |
| 1Y | -8.1% | +0.3% | -8.4% | -8.6% |
| 3Y | -21.8% | +19.5% | -41.3% | -27.9% |
| All | -77.0% | +13.9% | -90.9% | -77.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling