-76.5%
PATH vs STRL
+991.4%
-1,067.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -21.5% | +24.4% | +5.6% |
| 7D | -4.8% | -27.1% | +22.3% | -1.4% |
| 30D | +2.7% | -45.8% | +48.5% | +10.3% |
| 3M | -4.2% | -47.6% | +43.4% | +2.9% |
| 6M | +24.7% | -46.4% | +71.2% | +23.3% |
| YTD | -17.6% | -7.4% | -10.2% | -32.5% |
| 1Y | -5.3% | -25.9% | +20.5% | -17.8% |
| 3Y | -22.0% | +273.4% | -295.4% | -67.1% |
| 5Y | -76.5% | +944.4% | -1,020.9% | -95.3% |
| All | -76.5% | +991.4% | -1,067.9% | -95.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling