-78.0%
PATH vs SWKS
-53.1%
-24.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.5% | -20.2% | -18.6% |
| 7D | -16.3% | +12.5% | -28.8% | -22.1% |
| 30D | +9.9% | +10.5% | -0.6% | +3.3% |
| 3M | +30.2% | -7.4% | +37.6% | +33.1% |
| 6M | +37.2% | +32.7% | +4.6% | +8.9% |
| YTD | -7.3% | +19.2% | -26.5% | -22.6% |
| 1Y | +40.0% | +2.4% | +37.6% | +28.1% |
| 3Y | -4.4% | -25.6% | +21.2% | -0.8% |
| 5Y | -76.0% | -53.4% | -22.6% | -66.4% |
| All | -78.0% | -53.1% | -24.9% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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