-81.2%
PATH vs SPXS
-88.4%
+7.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | -0.6% |
| 7D | -5.3% | +7.5% | -12.8% | -0.5% |
| 30D | -0.5% | +17.5% | -18.0% | +10.6% |
| 3M | -7.1% | +14.7% | -21.8% | +2.6% |
| 6M | +23.8% | -0.1% | +23.9% | +27.5% |
| YTD | -20.7% | -19.7% | -0.9% | -27.5% |
| 1Y | -8.1% | -23.6% | +15.5% | -17.9% |
| 3Y | -21.8% | -79.2% | +57.4% | -62.9% |
| 5Y | -76.8% | -81.7% | +4.9% | -85.9% |
| All | -81.2% | -88.4% | +7.2% | -89.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling