-5.3%
PATH vs STRL
-30.1%
+24.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -21.5% | +24.4% | +0.8% |
| 7D | -4.8% | -27.1% | +22.3% | -7.4% |
| 30D | +2.7% | -45.8% | +48.5% | -3.0% |
| 3M | -4.2% | -47.6% | +43.4% | -9.2% |
| 6M | +24.7% | -46.4% | +71.2% | +17.7% |
| YTD | -17.6% | -7.4% | -10.2% | -24.1% |
| 1Y | -5.3% | -25.9% | +20.5% | -9.4% |
| All | -5.3% | -30.1% | +24.8% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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