+282.2%
SOXX vs PATH
-79.3%
+361.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +1.4% |
| 7D | +6.1% | -24.6% | +30.7% | +12.1% |
| 30D | +0.5% | -13.0% | +13.5% | +2.6% |
| 3M | -5.3% | +26.2% | -31.5% | -12.1% |
| 6M | +58.3% | +13.4% | +45.0% | +48.7% |
| YTD | +76.8% | -17.2% | +94.1% | +77.9% |
| 1Y | +114.6% | +14.0% | +100.6% | +93.0% |
| 3Y | +229.6% | -26.6% | +256.2% | +211.8% |
| 5Y | +257.3% | -75.1% | +332.4% | +274.5% |
| All | +282.2% | -79.3% | +361.5% | +308.1% |
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