-8.1%
PATH vs SRE
-12.9%
+4.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -1.6% |
| 7D | -5.3% | -9.2% | +3.9% | -12.2% |
| 30D | -0.5% | -1.9% | +1.4% | -1.7% |
| 3M | -7.1% | -6.5% | -0.6% | -11.8% |
| 6M | +23.8% | -15.2% | +39.1% | +9.3% |
| YTD | -20.7% | -9.5% | -11.2% | -25.2% |
| 1Y | -8.1% | -13.2% | +5.1% | -14.6% |
| All | -8.1% | -12.9% | +4.8% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling