-78.0%
PATH vs SYF
+130.2%
-208.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | +2.4% | -18.7% | -17.4% |
| 30D | +9.9% | +0.8% | +9.1% | +9.2% |
| 3M | +30.2% | +13.4% | +16.8% | +20.4% |
| 6M | +37.2% | +16.3% | +20.9% | +24.3% |
| YTD | -7.3% | -3.0% | -4.3% | -7.8% |
| 1Y | +40.0% | +5.7% | +34.3% | +32.4% |
| 3Y | -4.4% | +160.1% | -164.5% | -51.2% |
| 5Y | -76.0% | +88.5% | -164.5% | -86.6% |
| All | -78.0% | +130.2% | -208.1% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling