-81.2%
PATH vs SPYG
+96.1%
-177.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.4% |
| 7D | -5.3% | -3.6% | -1.7% | -0.4% |
| 30D | -0.5% | -11.2% | +10.6% | +17.4% |
| 3M | -7.1% | -8.1% | +0.9% | +4.3% |
| 6M | +23.8% | -3.3% | +27.1% | +27.6% |
| YTD | -20.7% | +5.5% | -26.2% | -29.2% |
| 1Y | -8.1% | +7.0% | -15.0% | -19.8% |
| 3Y | -21.8% | +89.5% | -111.3% | -73.8% |
| 5Y | -76.8% | +63.3% | -140.1% | -90.0% |
| All | -81.2% | +96.1% | -177.3% | -93.2% |
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