+113.9%
SOXX vs PATH
+39.0%
+74.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -16.6% | +20.1% | +3.8% |
| 7D | +2.2% | -16.3% | +18.5% | +2.5% |
| 30D | -2.0% | +9.9% | -12.0% | -2.5% |
| 3M | -13.7% | +30.2% | -43.9% | -14.1% |
| 6M | +52.4% | +37.2% | +15.2% | +50.7% |
| YTD | +72.8% | -7.3% | +80.1% | +78.4% |
| 1Y | +113.9% | +40.0% | +73.9% | +113.6% |
| All | +113.9% | +39.0% | +74.9% | +113.6% |
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