-75.7%
PATH vs SPMO
+147.4%
-223.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.6% | -18.2% | -18.2% |
| 7D | -16.3% | +2.0% | -18.3% | -18.2% |
| 30D | +9.9% | -0.4% | +10.3% | +9.9% |
| 3M | +30.2% | -1.9% | +32.0% | +27.3% |
| 6M | +37.2% | +25.0% | +12.2% | -3.7% |
| YTD | -7.3% | +26.0% | -33.3% | -35.8% |
| 1Y | +40.0% | +28.7% | +11.3% | -4.7% |
| 3Y | -4.4% | +160.9% | -165.3% | -77.2% |
| All | -75.7% | +147.4% | -223.1% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling