-81.1%
PATH vs SPYM
+92.5%
-173.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | +4.2% |
| 7D | -5.6% | -4.7% | -0.9% | +2.8% |
| 30D | -0.7% | -5.9% | +5.2% | +10.7% |
| 3M | -5.9% | -4.5% | -1.4% | +2.4% |
| 6M | +21.6% | +1.9% | +19.7% | +16.9% |
| YTD | -20.6% | +8.4% | -29.1% | -32.6% |
| 1Y | -10.6% | +9.4% | -20.0% | -25.4% |
| 3Y | -24.9% | +75.3% | -100.2% | -74.9% |
| 5Y | -76.8% | +67.9% | -144.8% | -91.3% |
| All | -81.1% | +92.5% | -173.7% | -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 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