-9.6%
PATH vs SRE
-14.1%
+4.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -1.5% |
| 7D | -2.3% | -8.2% | +5.9% | -8.6% |
| 30D | -4.8% | -3.6% | -1.2% | -7.3% |
| 3M | -17.7% | -6.3% | -11.5% | -21.7% |
| 6M | +18.9% | -13.0% | +31.9% | +6.8% |
| YTD | -21.7% | -9.2% | -12.5% | -25.9% |
| 1Y | -9.6% | -13.1% | +3.5% | -16.3% |
| All | -9.6% | -14.1% | +4.4% | -16.3% |
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