+12.8%
SNXX vs PATH
-13.1%
+25.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.2% | +11.5% | +11.3% |
| 7D | -37.6% | -2.7% | -34.9% | -38.5% |
| 30D | -73.2% | -3.7% | -69.5% | -73.9% |
| 3M | -59.7% | -13.8% | -45.9% | -62.4% |
| 6M | -85.0% | +20.3% | -105.3% | -81.8% |
| All | +12.8% | -13.1% | +25.9% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling