-4.9%
SHOP vs PATH
-10.3%
+5.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.9% | +4.4% | +6.2% |
| 7D | -9.0% | -4.8% | -4.2% | -7.2% |
| 30D | -4.4% | +2.7% | -7.1% | -5.4% |
| 3M | +24.1% | -4.2% | +28.3% | +23.8% |
| 6M | +20.0% | +24.7% | -4.8% | +7.2% |
| YTD | -4.9% | -17.6% | +12.6% | -10.0% |
| 1Y | -4.9% | -5.3% | +0.4% | -13.5% |
| All | -4.9% | -10.3% | +5.4% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 1y: compounded portfolio wealth divided by compounded PATH 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…
1y analysis · Full analysis span regression · 6 months rolling