-78.0%
PATH vs SPY
+100.9%
-178.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -15.9% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | +9.9% | +0.1% | +9.9% | +10.2% |
| 3M | +30.2% | +2.0% | +28.2% | +25.8% |
| 6M | +37.2% | +13.0% | +24.2% | +8.9% |
| YTD | -7.3% | +13.5% | -20.9% | -27.1% |
| 1Y | +40.0% | +20.0% | +20.0% | +0.2% |
| 3Y | -4.4% | +77.2% | -81.6% | -67.7% |
| 5Y | -76.0% | +81.9% | -157.9% | -91.8% |
| All | -78.0% | +100.9% | -178.9% | -92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling