-80.4%
PATH vs STLD
+424.0%
-504.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.9% |
| 7D | -4.8% | -3.9% | -0.8% | -3.6% |
| 30D | +2.7% | -0.4% | +3.0% | +2.6% |
| 3M | -4.2% | -9.2% | +5.0% | -1.7% |
| 6M | +24.7% | +5.0% | +19.8% | +20.2% |
| YTD | -17.6% | +42.8% | -60.4% | -30.3% |
| 1Y | -5.3% | +60.1% | -65.4% | -23.8% |
| 3Y | -22.0% | +123.5% | -145.5% | -46.3% |
| 5Y | -76.5% | +302.0% | -378.5% | -86.5% |
| All | -80.4% | +424.0% | -504.4% | -88.6% |
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