+40.0%
PATH vs SPXS
-40.2%
+80.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -16.1% |
| 7D | -16.3% | -0.1% | -16.2% | -16.2% |
| 30D | +9.9% | +0.8% | +9.1% | +10.7% |
| 3M | +30.2% | -4.7% | +34.9% | +30.3% |
| 6M | +37.2% | -29.6% | +66.8% | +24.2% |
| YTD | -7.3% | -29.8% | +22.5% | -15.6% |
| 1Y | +40.0% | -38.9% | +78.9% | +18.6% |
| All | +40.0% | -40.2% | +80.2% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling