-76.8%
PATH vs SPY
+67.0%
-143.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | +4.3% |
| 7D | -5.6% | -4.7% | -0.9% | +2.8% |
| 30D | -0.7% | -5.9% | +5.2% | +10.8% |
| 3M | -5.9% | -4.5% | -1.3% | +2.6% |
| 6M | +21.6% | +1.8% | +19.8% | +17.0% |
| YTD | -20.6% | +8.3% | -29.0% | -32.6% |
| 1Y | -10.6% | +9.3% | -19.9% | -25.5% |
| 3Y | -24.9% | +74.9% | -99.7% | -75.6% |
| 5Y | -76.8% | +67.3% | -144.1% | -91.3% |
| All | -76.8% | +67.0% | -143.8% | -91.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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