Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • PATH vs STLD✓SelectedUSD · STLDPATH vs STLD performance historyLatest closeAs of-16.63%09/04
Stock and ETF performance explorer

PATH vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-75.7%
STLD return
+292.4%
Excess return
-368.1%
Maximum drawdown
-85.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
1D-16.6%-1.6%-15.0%-16.1%
7D-16.3%+3.1%-19.5%-17.2%
30D+9.9%-9.0%+18.9%+13.4%
3M+30.2%-12.4%+42.5%+35.3%
6M+37.2%+25.5%+11.7%+23.0%
YTD-7.3%+43.6%-50.9%-22.3%
1Y+40.0%+87.2%-47.2%+4.5%
3Y-4.4%+135.2%-139.6%-37.1%
All-75.7%+292.4%-368.1%-86.9%

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