-8.6%
PATH vs SPXS
-26.8%
+18.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.0% | +6.9% | -2.4% |
| 7D | -2.7% | -1.5% | -1.2% | -2.7% |
| 30D | -3.7% | +9.6% | -13.3% | 0.0% |
| 3M | -13.8% | +8.5% | -22.2% | -10.3% |
| 6M | +20.3% | -5.8% | +26.0% | +22.0% |
| YTD | -20.8% | -25.4% | +4.6% | -22.4% |
| All | -8.6% | -26.8% | +18.2% | -9.4% |
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