-75.7%
PATH vs SRE
+47.8%
-123.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.5% |
| 7D | -16.3% | -0.3% | -16.0% | -16.3% |
| 30D | +9.9% | -0.7% | +10.6% | +9.9% |
| 3M | +30.2% | -6.3% | +36.5% | +31.4% |
| 6M | +37.2% | -10.7% | +47.9% | +39.7% |
| YTD | -7.3% | -3.5% | -3.9% | -8.5% |
| 1Y | +40.0% | +5.3% | +34.7% | +32.9% |
| 3Y | -4.4% | +31.8% | -36.2% | -19.3% |
| All | -75.7% | +47.8% | -123.5% | -79.1% |
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