-81.0%
PATH vs STRL
+1,402.0%
-1,482.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.5% | +1.8% |
| 7D | -2.7% | +7.1% | -9.9% | -3.8% |
| 30D | -1.4% | -39.4% | +38.0% | +4.6% |
| 3M | -16.4% | -43.0% | +26.6% | -11.2% |
| 6M | +23.3% | -65.0% | +88.3% | +38.5% |
| YTD | -19.8% | -0.8% | -19.1% | -34.8% |
| 1Y | -8.6% | -20.3% | +11.7% | -21.2% |
| 3Y | -24.0% | +356.5% | -380.6% | -68.7% |
| 5Y | -77.1% | +952.8% | -1,030.0% | -94.5% |
| All | -81.0% | +1,402.0% | -1,482.9% | -95.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling