-22.9%
PATH vs SPMO
+124.5%
-147.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.3% |
| 7D | +2.1% | +6.3% | -4.3% | -2.0% |
| 30D | +1.6% | -8.9% | +10.5% | +7.6% |
| 3M | -20.4% | -13.2% | -7.2% | -13.4% |
| 6M | +40.1% | -9.3% | +49.4% | +42.2% |
| YTD | -19.0% | +11.6% | -30.6% | -34.9% |
| 1Y | -5.8% | +13.4% | -19.2% | -25.5% |
| 3Y | -22.9% | +122.9% | -145.8% | -77.5% |
| All | -22.9% | +124.5% | -147.5% | -77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling