-81.2%
PATH vs SPYM
+93.1%
-174.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.6% |
| 7D | -5.3% | -2.7% | -2.6% | -0.7% |
| 30D | -0.5% | -5.4% | +4.8% | +9.7% |
| 3M | -7.1% | -4.1% | -3.1% | +0.2% |
| 6M | +23.8% | +0.8% | +23.0% | +21.6% |
| YTD | -20.7% | +8.8% | -29.4% | -33.1% |
| 1Y | -8.1% | +11.0% | -19.0% | -25.3% |
| 3Y | -21.8% | +75.5% | -97.3% | -73.9% |
| 5Y | -76.8% | +68.4% | -145.3% | -91.3% |
| All | -81.2% | +93.1% | -174.3% | -93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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