-78.0%
PATH vs STZ
-40.7%
-37.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.4% |
| 7D | -16.3% | -1.9% | -14.4% | -15.7% |
| 30D | +9.9% | -1.9% | +11.8% | +10.5% |
| 3M | +30.2% | -6.2% | +36.4% | +32.6% |
| 6M | +37.2% | -14.0% | +51.2% | +43.0% |
| YTD | -7.3% | -5.1% | -2.2% | -9.1% |
| 1Y | +40.0% | -9.6% | +49.6% | +40.4% |
| 3Y | -4.4% | -47.2% | +42.8% | +26.4% |
| 5Y | -76.0% | -33.6% | -42.5% | -68.2% |
| All | -78.0% | -40.7% | -37.3% | -73.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling