-81.0%
PATH vs SPXS
-89.5%
+8.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.9% | +6.3% | +0.1% |
| 7D | -2.7% | +1.5% | -4.2% | -1.3% |
| 30D | -1.4% | +6.3% | -7.7% | +3.5% |
| 3M | -16.4% | +4.2% | -20.7% | -12.7% |
| 6M | +23.3% | -7.9% | +31.2% | +21.2% |
| YTD | -19.8% | -27.5% | +7.7% | -30.9% |
| 1Y | -8.6% | -27.0% | +18.5% | -20.3% |
| 3Y | -24.0% | -80.5% | +56.5% | -65.3% |
| 5Y | -77.1% | -84.0% | +6.8% | -87.0% |
| All | -81.0% | -89.5% | +8.6% | -89.8% |
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