-81.1%
PATH vs SPMO
+131.6%
-212.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.3% | +3.6% | +3.2% |
| 7D | -5.6% | -14.0% | +8.4% | +8.6% |
| 30D | -0.7% | -20.0% | +19.3% | +22.4% |
| 3M | -5.9% | -18.4% | +12.5% | +12.8% |
| 6M | +21.6% | -10.9% | +32.5% | +24.3% |
| YTD | -20.6% | +3.2% | -23.9% | -33.8% |
| 1Y | -10.6% | +3.1% | -13.7% | -25.2% |
| 3Y | -24.9% | +113.3% | -138.2% | -78.0% |
| 5Y | -76.8% | +99.0% | -175.9% | -92.5% |
| All | -81.1% | +131.6% | -212.8% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling