-81.0%
PATH vs SRE
+33.0%
-114.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.7% | -5.6% | +2.9% | -1.7% |
| 30D | -1.4% | -4.5% | +3.1% | -0.6% |
| 3M | -16.4% | -7.7% | -8.7% | -15.3% |
| 6M | +23.3% | -14.4% | +37.7% | +26.4% |
| YTD | -19.8% | -9.4% | -10.4% | -19.9% |
| 1Y | -8.6% | -13.8% | +5.3% | -7.2% |
| 3Y | -24.0% | +22.2% | -46.2% | -33.5% |
| 5Y | -77.1% | +50.5% | -127.6% | -78.6% |
| All | -81.0% | +33.0% | -114.0% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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