-76.8%
PATH vs STT
+97.1%
-173.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.7% | +1.0% | -0.3% |
| 7D | -5.6% | -4.9% | -0.7% | -2.2% |
| 30D | -0.7% | -6.0% | +5.3% | +3.7% |
| 3M | -5.9% | -11.7% | +5.8% | +2.3% |
| 6M | +21.6% | +11.7% | +9.9% | +9.9% |
| YTD | -20.6% | +30.4% | -51.0% | -37.1% |
| 1Y | -10.6% | +43.9% | -54.5% | -34.4% |
| 3Y | -24.9% | +165.4% | -190.3% | -66.3% |
| 5Y | -76.8% | +101.0% | -177.8% | -88.0% |
| All | -76.8% | +97.1% | -173.9% | -88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling