-21.8%
PATH vs SWKS
-1.9%
-19.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.1% | -1.6% | -3.1% |
| 7D | -5.6% | -9.2% | +3.6% | -3.1% |
| 30D | -0.7% | -1.9% | +1.2% | -0.4% |
| 3M | -5.9% | +21.2% | -27.1% | -13.3% |
| 6M | +21.6% | +12.9% | +8.7% | +12.5% |
| YTD | -20.6% | +30.7% | -51.4% | -31.6% |
| 1Y | -10.6% | +14.1% | -24.7% | -18.4% |
| All | -21.8% | -1.9% | -19.9% | -39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling