-78.0%
PATH vs STRL
+2,304.8%
-2,382.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.8% | -22.4% | -17.5% |
| 7D | -16.3% | +3.4% | -19.7% | -16.9% |
| 30D | +9.9% | -9.2% | +19.2% | +11.2% |
| 3M | +30.2% | -51.0% | +81.2% | +43.7% |
| 6M | +37.2% | +15.8% | +21.4% | +18.3% |
| YTD | -7.3% | +58.9% | -66.2% | -28.4% |
| 1Y | +40.0% | +68.5% | -28.5% | +4.5% |
| 3Y | -4.4% | +485.2% | -489.6% | -59.2% |
| 5Y | -76.0% | +2,005.1% | -2,081.1% | -94.8% |
| All | -78.0% | +2,304.8% | -2,382.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling