+1.3%
SNXX vs PATH
-12.9%
+14.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | -51.3% | -5.3% | -46.0% | -52.6% |
| 30D | -79.0% | -0.5% | -78.5% | -79.2% |
| 3M | -66.5% | -7.1% | -59.3% | -67.3% |
| 6M | -83.8% | +23.8% | -107.6% | -80.2% |
| All | +1.3% | -12.9% | +14.2% | -6.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling