-8.1%
PATH vs STM
+75.4%
-83.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | +0.1% |
| 7D | -5.3% | -10.7% | +5.4% | -5.7% |
| 30D | -0.5% | -25.7% | +25.2% | -1.6% |
| 3M | -7.1% | -21.6% | +14.4% | -7.8% |
| 6M | +23.8% | -27.8% | +51.6% | +23.5% |
| YTD | -20.7% | +61.8% | -82.4% | -31.4% |
| 1Y | -8.1% | +78.1% | -86.2% | -23.8% |
| All | -8.1% | +75.4% | -83.5% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling