-80.4%
PATH vs SPOT
+134.8%
-215.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.6% | -1.7% | +0.4% |
| 7D | -4.8% | +16.6% | -21.4% | -12.6% |
| 30D | +2.7% | +29.9% | -27.3% | -11.6% |
| 3M | -4.2% | +31.3% | -35.4% | -18.3% |
| 6M | +24.7% | +43.2% | -18.5% | +0.6% |
| YTD | -17.6% | +8.1% | -25.7% | -24.3% |
| 1Y | -5.3% | -0.3% | -5.0% | -9.1% |
| 3Y | -22.0% | +269.3% | -291.3% | -72.5% |
| 5Y | -76.5% | +113.9% | -190.4% | -90.6% |
| All | -80.4% | +134.8% | -215.3% | -92.6% |
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