-76.8%
PATH vs STLD
+268.5%
-345.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.6% | +3.9% | -1.1% |
| 7D | -5.6% | -12.5% | +6.9% | -1.2% |
| 30D | -0.7% | -6.8% | +6.1% | +1.5% |
| 3M | -5.9% | -16.4% | +10.5% | -0.5% |
| 6M | +21.6% | -6.1% | +27.7% | +21.6% |
| YTD | -20.6% | +32.0% | -52.6% | -31.9% |
| 1Y | -10.6% | +45.5% | -56.1% | -26.8% |
| 3Y | -24.9% | +106.5% | -131.4% | -48.7% |
| 5Y | -76.8% | +267.2% | -344.0% | -87.7% |
| All | -76.8% | +268.5% | -345.3% | -87.7% |
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