-75.2%
PATH vs SPYM
+72.6%
-147.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.0% |
| 7D | +2.1% | +2.6% | -0.5% | -2.7% |
| 30D | +1.6% | -2.0% | +3.6% | +5.1% |
| 3M | -20.4% | -2.8% | -17.7% | -16.3% |
| 6M | +40.1% | +2.2% | +38.0% | +34.1% |
| YTD | -19.0% | +11.5% | -30.6% | -35.2% |
| 1Y | -5.8% | +13.5% | -19.3% | -27.1% |
| 3Y | -22.9% | +78.0% | -101.0% | -76.2% |
| All | -75.2% | +72.6% | -147.9% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling