-77.1%
PATH vs SPXS
-83.1%
+6.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.2% | -0.5% |
| 7D | -2.3% | +0.4% | -2.7% | -1.4% |
| 30D | -4.8% | +10.8% | -15.6% | +2.5% |
| 3M | -17.7% | +9.6% | -27.3% | -11.3% |
| 6M | +18.9% | -4.7% | +23.6% | +19.1% |
| YTD | -21.7% | -24.6% | +2.8% | -31.3% |
| 1Y | -9.6% | -24.6% | +14.9% | -20.1% |
| 3Y | -25.8% | -79.8% | +53.9% | -66.5% |
| 5Y | -77.1% | -83.3% | +6.2% | -86.6% |
| All | -77.1% | -83.1% | +6.0% | -86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling