-6.1%
PATH vs STT
+207.1%
-213.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.2% | -16.8% | -16.7% |
| 7D | -16.3% | +0.5% | -16.8% | -16.6% |
| 30D | +9.9% | +3.9% | +6.1% | +6.9% |
| 3M | +30.2% | +20.0% | +10.2% | +13.2% |
| 6M | +37.2% | +55.3% | -18.1% | -2.6% |
| YTD | -7.3% | +53.3% | -60.7% | -34.0% |
| 1Y | +40.0% | +74.7% | -34.7% | -10.3% |
| All | -6.1% | +207.1% | -213.3% | -66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling