-81.1%
PATH vs STZ
-32.6%
-48.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.5% |
| 7D | -5.6% | +11.8% | -17.4% | -9.7% |
| 30D | -0.7% | +26.0% | -26.7% | -9.5% |
| 3M | -5.9% | +11.5% | -17.4% | -10.1% |
| 6M | +21.6% | -2.0% | +23.6% | +21.4% |
| YTD | -20.6% | +7.9% | -28.5% | -26.1% |
| 1Y | -10.6% | +13.9% | -24.5% | -19.1% |
| 3Y | -24.9% | -35.8% | +11.0% | -10.1% |
| 5Y | -76.8% | -28.4% | -48.4% | -71.7% |
| All | -81.1% | -32.6% | -48.6% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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