-80.4%
PATH vs STLA
-62.3%
-18.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.5% |
| 7D | -4.8% | -0.6% | -4.2% | -4.6% |
| 30D | +2.7% | +3.6% | -0.9% | +0.8% |
| 3M | -4.2% | -20.6% | +16.5% | +3.3% |
| 6M | +24.7% | -34.3% | +59.1% | +42.8% |
| YTD | -17.6% | -57.3% | +39.7% | +8.5% |
| 1Y | -5.3% | -52.6% | +47.3% | +18.4% |
| 3Y | -22.0% | -73.1% | +51.1% | +22.4% |
| 5Y | -76.5% | -68.7% | -7.8% | -71.0% |
| All | -80.4% | -62.3% | -18.1% | -73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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