-80.8%
PATH vs SPYG
+100.7%
-181.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +2.6% |
| 7D | +2.1% | +2.3% | -0.3% | -1.4% |
| 30D | +1.6% | -6.5% | +8.1% | +11.2% |
| 3M | -20.4% | -6.8% | -13.6% | -12.5% |
| 6M | +40.1% | -3.1% | +43.3% | +44.3% |
| YTD | -19.0% | +8.0% | -27.0% | -30.2% |
| 1Y | -5.8% | +10.2% | -16.0% | -21.3% |
| 3Y | -22.9% | +91.0% | -113.9% | -74.4% |
| 5Y | -75.3% | +67.7% | -143.0% | -89.7% |
| All | -80.8% | +100.7% | -181.5% | -93.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling