-80.8%
PATH vs XLY
+43.5%
-124.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.8% |
| 7D | +2.1% | +2.0% | 0.0% | -0.8% |
| 30D | +1.6% | +7.6% | -6.0% | -8.6% |
| 3M | -20.4% | +1.5% | -22.0% | -22.4% |
| 6M | +40.1% | +1.5% | +38.6% | +36.0% |
| YTD | -19.0% | +1.1% | -20.1% | -22.1% |
| 1Y | -5.8% | +4.3% | -10.1% | -13.7% |
| 3Y | -22.9% | +51.8% | -74.7% | -61.4% |
| 5Y | -75.3% | +22.8% | -98.1% | -82.9% |
| All | -80.8% | +43.5% | -124.2% | -88.5% |
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