-78.0%
PATH vs SRE
+41.7%
-119.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +31.2% |
| 6M | +37.2% | -10.7% | +47.9% | +39.5% |
| YTD | -7.3% | -3.5% | -3.9% | -8.4% |
| 1Y | +40.0% | +5.3% | +34.7% | +33.5% |
| 3Y | -4.4% | +31.8% | -36.2% | -17.5% |
| 5Y | -76.0% | +47.4% | -123.4% | -78.4% |
| All | -78.0% | +41.7% | -119.7% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling