-81.1%
PATH vs SYF
+113.3%
-194.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.3% | -2.4% | -3.0% |
| 7D | -5.6% | -3.8% | -1.8% | -3.7% |
| 30D | -0.7% | +2.6% | -3.3% | -2.2% |
| 3M | -5.9% | -6.5% | +0.7% | -2.7% |
| 6M | +21.6% | +0.8% | +20.8% | +19.4% |
| YTD | -20.6% | -10.1% | -10.5% | -17.9% |
| 1Y | -10.6% | +0.8% | -11.4% | -13.4% |
| 3Y | -24.9% | +158.8% | -183.7% | -61.7% |
| 5Y | -76.8% | +67.5% | -144.3% | -86.4% |
| All | -81.1% | +113.3% | -194.4% | -88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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