+113.1%
SOXX vs PATH
+18.1%
+95.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.8% | +9.4% | +1.7% |
| 7D | +5.6% | -22.8% | +28.4% | +6.0% |
| 30D | -2.7% | -6.9% | +4.2% | -2.9% |
| 3M | -7.5% | +25.4% | -32.9% | -8.0% |
| 6M | +63.5% | +18.1% | +45.4% | +63.1% |
| YTD | +75.7% | -14.5% | +90.2% | +81.6% |
| All | +113.1% | +18.1% | +95.0% | +114.0% |
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