+40.0%
PATH vs SPYG
+22.6%
+17.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.5% |
| 7D | -16.3% | +0.4% | -16.7% | -16.6% |
| 30D | +9.9% | -0.4% | +10.4% | +10.5% |
| 3M | +30.2% | +0.5% | +29.6% | +30.6% |
| 6M | +37.2% | +17.5% | +19.8% | +18.9% |
| YTD | -7.3% | +14.3% | -21.7% | -16.1% |
| 1Y | +40.0% | +21.7% | +18.3% | +14.4% |
| All | +40.0% | +22.6% | +17.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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