-17.8%
PATH vs XLY
+39.8%
-57.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -15.2% |
| 7D | -16.3% | -2.0% | -14.3% | -14.3% |
| 30D | +9.9% | -3.1% | +13.1% | +13.9% |
| 3M | +30.2% | -1.8% | +32.0% | +33.0% |
| 6M | +37.2% | -0.9% | +38.1% | +37.3% |
| YTD | -7.3% | -3.4% | -3.9% | -4.6% |
| 1Y | +40.0% | -1.5% | +41.5% | +40.5% |
| All | -17.8% | +39.8% | -57.6% | -50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling