-80.3%
PATH vs XLY
+34.2%
-114.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.3% | -1.8% | -1.3% |
| 7D | -24.6% | -2.1% | -22.5% | -22.0% |
| 30D | -13.0% | -6.0% | -6.9% | -5.0% |
| 3M | +26.2% | -2.7% | +29.0% | +31.4% |
| 6M | +13.4% | -1.5% | +14.8% | +13.9% |
| YTD | -17.2% | -5.4% | -11.8% | -12.1% |
| 1Y | +14.0% | -3.8% | +17.9% | +17.5% |
| 3Y | -26.6% | +36.6% | -63.2% | -56.6% |
| 5Y | -75.1% | +27.4% | -102.4% | -82.5% |
| All | -80.3% | +34.2% | -114.5% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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