-77.0%
PATH vs SPOT
+110.1%
-187.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +0.9% |
| 7D | -5.3% | +1.6% | -6.9% | -6.2% |
| 30D | -0.5% | +17.6% | -18.1% | -9.7% |
| 3M | -7.1% | +26.9% | -34.1% | -19.7% |
| 6M | +23.8% | +41.8% | -18.0% | -0.2% |
| YTD | -20.7% | +3.8% | -24.5% | -25.7% |
| 1Y | -8.1% | -2.5% | -5.6% | -10.8% |
| 3Y | -21.8% | +260.6% | -282.4% | -74.0% |
| All | -77.0% | +110.1% | -187.1% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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