-78.0%
PATH vs STLD
+426.9%
-504.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 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% | +13.2% |
| 3M | +30.2% | -12.4% | +42.5% | +35.0% |
| 6M | +37.2% | +25.5% | +11.7% | +23.8% |
| YTD | -7.3% | +43.6% | -50.9% | -21.4% |
| 1Y | +40.0% | +87.2% | -47.2% | +6.4% |
| 3Y | -4.4% | +135.2% | -139.6% | -35.2% |
| 5Y | -76.0% | +290.9% | -366.9% | -86.2% |
| All | -78.0% | +426.9% | -504.9% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling