-18.8%
PATH vs SWKS
+0.2%
-18.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.7% |
| 7D | -4.8% | -4.9% | +0.1% | -3.5% |
| 30D | +2.7% | -1.2% | +3.8% | +2.8% |
| 3M | -4.2% | +24.2% | -28.3% | -12.3% |
| 6M | +24.7% | +21.5% | +3.3% | +12.4% |
| YTD | -17.6% | +33.5% | -51.1% | -29.4% |
| 1Y | -5.3% | +18.9% | -24.2% | -14.8% |
| All | -18.8% | +0.2% | -18.9% | -37.1% |
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