+216.1%
SOXX vs PATH
-80.4%
+296.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | -5.4% | -2.3% | -3.1% | -4.9% |
| 30D | -21.4% | -4.8% | -16.6% | -20.5% |
| 3M | -16.9% | -17.7% | +0.8% | -14.4% |
| 6M | -15.4% | +18.9% | -34.3% | -21.1% |
| YTD | +46.3% | -21.7% | +68.0% | +48.5% |
| 1Y | +46.1% | -9.6% | +55.7% | +41.1% |
| 3Y | +171.2% | -25.8% | +197.1% | +155.3% |
| 5Y | +169.8% | -77.1% | +246.9% | +187.0% |
| All | +216.1% | -80.4% | +296.5% | +240.6% |
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 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