-81.4%
PATH vs XLY
+44.7%
-126.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.3% | +3.2% | -5.5% | -6.6% |
| 30D | -4.8% | +7.3% | -12.1% | -14.0% |
| 3M | -17.7% | +1.4% | -19.1% | -19.5% |
| 6M | +18.9% | +1.1% | +17.8% | +16.1% |
| YTD | -21.7% | +2.0% | -23.7% | -25.5% |
| 1Y | -9.6% | +2.1% | -11.8% | -14.6% |
| 3Y | -25.8% | +53.8% | -79.6% | -63.5% |
| 5Y | -77.1% | +24.0% | -101.1% | -84.3% |
| All | -81.4% | +44.7% | -126.1% | -89.0% |
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