-21.8%
PATH vs SPYG
+90.1%
-112.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.1% |
| 7D | -5.3% | -3.6% | -1.7% | -1.6% |
| 30D | -0.5% | -11.2% | +10.6% | +12.9% |
| 3M | -7.1% | -8.1% | +0.9% | +1.6% |
| 6M | +23.8% | -3.3% | +27.1% | +27.2% |
| YTD | -20.7% | +5.5% | -26.2% | -26.8% |
| 1Y | -8.1% | +7.0% | -15.0% | -16.6% |
| 3Y | -21.8% | +89.5% | -111.3% | -71.4% |
| All | -21.8% | +90.1% | -112.0% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling