-78.0%
PATH vs SYK
+23.2%
-101.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.1% | -15.6% |
| 7D | -16.3% | -8.3% | -8.0% | -11.4% |
| 30D | +9.9% | -10.1% | +20.0% | +17.3% |
| 3M | +30.2% | +0.9% | +29.3% | +26.5% |
| 6M | +37.2% | -20.2% | +57.4% | +56.6% |
| YTD | -7.3% | -13.3% | +6.0% | -1.7% |
| 1Y | +40.0% | -22.3% | +62.3% | +61.3% |
| 3Y | -4.4% | +9.7% | -14.1% | -21.1% |
| 5Y | -76.0% | +15.4% | -91.4% | -82.9% |
| All | -78.0% | +23.2% | -101.2% | -84.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling