-21.8%
PATH vs STRL
+222.3%
-244.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -13.9% | +10.2% | -3.1% |
| 7D | -5.6% | -34.6% | +29.0% | -4.2% |
| 30D | -0.7% | -56.7% | +56.0% | +2.5% |
| 3M | -5.9% | -54.4% | +48.6% | -3.1% |
| 6M | +21.6% | -69.7% | +91.3% | +27.1% |
| YTD | -20.6% | -20.2% | -0.4% | -30.9% |
| 1Y | -10.6% | -40.6% | +30.0% | -17.6% |
| All | -21.8% | +222.3% | -244.1% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling