-81.1%
PATH vs SPYG
+94.4%
-175.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.8% | +2.1% | +4.6% |
| 7D | -5.6% | -7.0% | +1.4% | +4.4% |
| 30D | -0.7% | -12.1% | +11.4% | +19.0% |
| 3M | -5.9% | -9.0% | +3.1% | +7.3% |
| 6M | +21.6% | -2.0% | +23.6% | +22.6% |
| YTD | -20.6% | +4.6% | -25.2% | -28.2% |
| 1Y | -10.6% | +4.4% | -15.0% | -19.1% |
| 3Y | -24.9% | +88.7% | -113.5% | -74.7% |
| 5Y | -76.8% | +61.8% | -138.6% | -89.8% |
| All | -81.1% | +94.4% | -175.5% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling