-76.5%
PATH vs STLD
+303.7%
-380.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.9% |
| 7D | -4.8% | -3.9% | -0.8% | -3.5% |
| 30D | +2.7% | -0.4% | +3.0% | +2.6% |
| 3M | -4.2% | -9.2% | +5.0% | -1.5% |
| 6M | +24.7% | +5.0% | +19.8% | +19.8% |
| YTD | -17.6% | +42.8% | -60.4% | -31.2% |
| 1Y | -5.3% | +60.1% | -65.4% | -25.1% |
| 3Y | -22.0% | +123.5% | -145.5% | -48.1% |
| 5Y | -76.5% | +302.0% | -378.5% | -87.8% |
| All | -76.5% | +303.7% | -380.2% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling