-81.2%
PATH vs STT
+150.8%
-232.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -5.3% | -2.5% | -2.8% | -3.7% |
| 30D | -0.5% | -5.0% | +4.4% | +2.8% |
| 3M | -7.1% | -10.5% | +3.3% | -0.6% |
| 6M | +23.8% | +10.0% | +13.8% | +14.2% |
| YTD | -20.7% | +30.7% | -51.4% | -35.8% |
| 1Y | -8.1% | +43.8% | -51.8% | -30.4% |
| 3Y | -21.8% | +168.1% | -189.9% | -62.0% |
| 5Y | -76.8% | +101.4% | -178.2% | -87.6% |
| All | -81.2% | +150.8% | -232.0% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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