-81.1%
PATH vs STLA
-64.0%
-17.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.5% | +0.8% | -2.0% |
| 7D | -5.6% | -5.5% | -0.1% | -3.7% |
| 30D | -0.7% | -3.7% | +3.0% | +0.1% |
| 3M | -5.9% | -21.1% | +15.3% | +1.7% |
| 6M | +21.6% | -38.3% | +59.9% | +42.6% |
| YTD | -20.6% | -59.2% | +38.6% | +6.3% |
| 1Y | -10.6% | -56.7% | +46.1% | +16.2% |
| 3Y | -24.9% | -74.3% | +49.4% | +19.9% |
| 5Y | -76.8% | -70.2% | -6.6% | -70.9% |
| All | -81.1% | -64.0% | -17.2% | -74.3% |
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