-21.8%
PATH vs SYK
+21.4%
-43.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.7% | +0.7% |
| 7D | -5.3% | +11.7% | -17.0% | -8.5% |
| 30D | -0.5% | +18.3% | -18.9% | -5.9% |
| 3M | -7.1% | -3.1% | -4.0% | -6.8% |
| 6M | +23.8% | +12.1% | +11.7% | +17.5% |
| YTD | -20.7% | -6.5% | -14.2% | -20.0% |
| 1Y | -8.1% | -6.9% | -1.2% | -7.4% |
| 3Y | -21.8% | +21.2% | -43.1% | -26.1% |
| All | -21.8% | +21.4% | -43.2% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling