+163.5%
SOXX vs PATH
-24.4%
+187.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -13.1% | -5.3% | -7.8% | -12.4% |
| 30D | -29.7% | -0.5% | -29.2% | -29.7% |
| 3M | -23.0% | -7.1% | -15.9% | -23.0% |
| 6M | -19.1% | +23.8% | -42.9% | -23.7% |
| YTD | +36.2% | -20.7% | +56.9% | +39.3% |
| 1Y | +38.1% | -8.1% | +46.2% | +34.8% |
| 3Y | +163.5% | -21.8% | +185.3% | +156.5% |
| All | +163.5% | -24.4% | +187.9% | +156.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling