-77.0%
PATH vs SPYM
+68.0%
-144.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.6% |
| 7D | -5.3% | -2.7% | -2.6% | -0.6% |
| 30D | -0.5% | -5.4% | +4.8% | +9.9% |
| 3M | -7.1% | -4.1% | -3.1% | +0.4% |
| 6M | +23.8% | +0.8% | +23.0% | +21.5% |
| YTD | -20.7% | +8.8% | -29.4% | -33.4% |
| 1Y | -8.1% | +11.0% | -19.0% | -25.8% |
| 3Y | -21.8% | +75.5% | -97.3% | -75.1% |
| All | -77.0% | +68.0% | -144.9% | -91.5% |
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