-81.1%
PATH vs SPOT
+129.9%
-211.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -2.6% |
| 7D | -5.6% | +10.3% | -15.8% | -10.6% |
| 30D | -0.7% | +25.9% | -26.6% | -13.0% |
| 3M | -5.9% | +27.4% | -33.3% | -18.4% |
| 6M | +21.6% | +46.5% | -24.9% | -3.1% |
| YTD | -20.6% | +5.8% | -26.4% | -26.3% |
| 1Y | -10.6% | -0.9% | -9.7% | -13.9% |
| 3Y | -24.9% | +261.5% | -286.3% | -73.2% |
| 5Y | -76.8% | +112.6% | -189.4% | -90.7% |
| All | -81.1% | +129.9% | -211.0% | -92.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling