-81.0%
PATH vs SPMO
+154.3%
-235.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | -1.1% |
| 7D | -2.7% | +1.8% | -4.5% | -4.8% |
| 30D | -1.4% | -10.0% | +8.7% | +8.5% |
| 3M | -16.4% | -9.4% | -7.0% | -9.5% |
| 6M | +23.3% | -7.7% | +30.9% | +24.3% |
| YTD | -19.8% | +13.3% | -33.2% | -39.0% |
| 1Y | -8.6% | +12.7% | -21.3% | -29.7% |
| 3Y | -24.0% | +127.5% | -151.5% | -78.7% |
| 5Y | -77.1% | +119.7% | -196.8% | -93.3% |
| All | -81.0% | +154.3% | -235.2% | -95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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