-81.1%
PATH vs SPXS
-88.3%
+7.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +13.2% | -17.0% | +4.3% |
| 7D | -5.6% | +14.3% | -19.9% | +3.0% |
| 30D | -0.7% | +19.4% | -20.1% | +11.6% |
| 3M | -5.9% | +16.2% | -22.1% | +4.9% |
| 6M | +21.6% | -3.4% | +25.0% | +22.6% |
| YTD | -20.6% | -19.1% | -1.5% | -27.1% |
| 1Y | -10.6% | -20.5% | +9.9% | -18.1% |
| 3Y | -24.9% | -79.1% | +54.3% | -64.3% |
| 5Y | -76.8% | -81.6% | +4.8% | -85.8% |
| All | -81.1% | -88.3% | +7.2% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling