-18.8%
PATH vs STM
+14.5%
-33.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.1% | +9.0% | +4.0% |
| 7D | -4.8% | -6.0% | +1.2% | -3.9% |
| 30D | +2.7% | -20.9% | +23.6% | +6.9% |
| 3M | -4.2% | -15.8% | +11.6% | -1.8% |
| 6M | +24.7% | -17.0% | +41.8% | +22.7% |
| YTD | -17.6% | +76.8% | -94.4% | -38.3% |
| 1Y | -5.3% | +96.5% | -101.8% | -32.0% |
| All | -18.8% | +14.5% | -33.2% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling