-76.8%
PATH vs SRE
+47.2%
-124.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.7% | 0.0% | -2.9% |
| 7D | -5.6% | -7.1% | +1.5% | -4.2% |
| 30D | -0.7% | -0.2% | -0.5% | -0.8% |
| 3M | -5.9% | -4.9% | -0.9% | -5.1% |
| 6M | +21.6% | -14.1% | +35.7% | +25.0% |
| YTD | -20.6% | -7.5% | -13.1% | -21.0% |
| 1Y | -10.6% | -11.0% | +0.4% | -9.9% |
| 3Y | -24.9% | +21.2% | -46.1% | -35.3% |
| 5Y | -76.8% | +46.6% | -123.5% | -79.0% |
| All | -76.8% | +47.2% | -124.0% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling