-80.4%
PATH vs STT
+162.7%
-243.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +1.5% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | +2.7% | -1.7% | +4.3% | +3.8% |
| 3M | -4.2% | -6.4% | +2.2% | -0.4% |
| 6M | +24.7% | +17.7% | +7.1% | +10.0% |
| YTD | -17.6% | +36.9% | -54.5% | -35.3% |
| 1Y | -5.3% | +52.0% | -57.4% | -31.0% |
| 3Y | -22.0% | +178.6% | -200.5% | -63.0% |
| 5Y | -76.5% | +109.1% | -185.6% | -87.8% |
| All | -80.4% | +162.7% | -243.1% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling