-8.6%
PATH vs SPYG
+8.5%
-17.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.8% | -1.9% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -3.7% | -8.4% | +4.7% | +2.0% |
| 3M | -13.8% | -6.2% | -7.5% | -10.0% |
| 6M | +20.3% | -1.8% | +22.1% | +22.8% |
| YTD | -20.8% | +8.4% | -29.2% | -22.2% |
| All | -8.6% | +8.5% | -17.0% | -8.8% |
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