-6.1%
PATH vs STLD
+135.5%
-141.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.0% | -16.2% |
| 7D | -16.3% | +3.1% | -19.5% | -17.0% |
| 30D | +9.9% | -9.0% | +18.9% | +12.8% |
| 3M | +30.2% | -12.4% | +42.5% | +34.8% |
| 6M | +37.2% | +25.5% | +11.7% | +24.3% |
| YTD | -7.3% | +43.6% | -50.9% | -21.4% |
| 1Y | +40.0% | +87.2% | -47.2% | +5.0% |
| All | -6.1% | +135.5% | -141.6% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 3y: compounded portfolio wealth divided by compounded STLD 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…
3y analysis · Full analysis span regression · 6 months rolling