-78.0%
PATH vs SNY
+8.9%
-86.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.2% | -16.4% | -16.6% |
| 7D | -16.3% | -1.3% | -15.0% | -16.1% |
| 30D | +9.9% | +3.4% | +6.5% | +9.1% |
| 3M | +30.2% | -0.3% | +30.5% | +30.1% |
| 6M | +37.2% | +1.0% | +36.2% | +36.4% |
| YTD | -7.3% | -3.6% | -3.7% | -7.0% |
| 1Y | +40.0% | +3.0% | +37.0% | +37.6% |
| 3Y | -4.4% | -4.3% | -0.1% | -6.2% |
| 5Y | -76.0% | +5.2% | -81.2% | -77.5% |
| All | -78.0% | +8.9% | -86.9% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling