-78.0%
PATH vs SPYM
+101.7%
-179.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -15.9% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | +9.9% | +0.1% | +9.8% | +10.2% |
| 3M | +30.2% | +2.0% | +28.1% | +25.6% |
| 6M | +37.2% | +13.1% | +24.2% | +8.4% |
| YTD | -7.3% | +13.6% | -20.9% | -27.5% |
| 1Y | +40.0% | +20.1% | +19.9% | -0.6% |
| 3Y | -4.4% | +77.6% | -82.0% | -68.3% |
| 5Y | -76.0% | +82.5% | -158.6% | -92.0% |
| All | -78.0% | +101.7% | -179.7% | -92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling