+222.0%
SOXX vs PATH
-79.7%
+301.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.3% | -5.0% | -4.0% |
| 7D | +9.4% | +2.1% | +7.3% | +8.9% |
| 30D | -13.8% | +1.6% | -15.4% | -14.1% |
| 3M | -18.6% | -20.4% | +1.8% | -15.4% |
| 6M | -15.1% | +40.1% | -55.2% | -23.8% |
| YTD | +49.0% | -19.0% | +68.0% | +50.1% |
| 1Y | +55.3% | -5.8% | +61.1% | +48.6% |
| 3Y | +179.0% | -22.9% | +201.9% | +160.3% |
| 5Y | +166.5% | -75.3% | +241.8% | +180.0% |
| All | +222.0% | -79.7% | +301.7% | +244.4% |
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