-8.1%
PATH vs SPYG
+8.1%
-16.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +0.7% | +4.2% | -3.5% | -2.0% |
| 30D | -1.1% | -7.4% | +6.3% | +4.0% |
| 3M | -14.2% | -5.3% | -8.9% | -11.0% |
| 6M | +30.9% | -1.2% | +32.0% | +33.0% |
| YTD | -20.1% | +9.0% | -29.1% | -21.8% |
| 1Y | -8.1% | +8.8% | -16.9% | -9.3% |
| All | -8.1% | +8.1% | -16.2% | -9.3% |
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 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