-81.0%
PATH vs SYK
+27.4%
-108.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.9% |
| 7D | +0.7% | -6.8% | +7.5% | +5.0% |
| 30D | -1.1% | +10.6% | -11.7% | -8.0% |
| 3M | -14.2% | -9.7% | -4.4% | -9.5% |
| 6M | +30.9% | +6.7% | +24.2% | +20.9% |
| YTD | -20.1% | -10.4% | -9.7% | -17.8% |
| 1Y | -8.1% | -14.0% | +5.9% | -2.5% |
| 3Y | -24.3% | +17.6% | -41.9% | -41.4% |
| 5Y | -75.6% | +24.6% | -100.2% | -83.0% |
| All | -81.0% | +27.4% | -108.4% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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