+254.9%
SOXX vs PATH
-75.1%
+330.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.8% | +9.4% | +3.4% |
| 7D | +5.6% | -22.8% | +28.4% | +11.2% |
| 30D | -2.7% | -6.9% | +4.2% | -2.2% |
| 3M | -7.5% | +25.4% | -32.9% | -14.1% |
| 6M | +63.5% | +18.1% | +45.4% | +51.7% |
| YTD | +75.7% | -14.5% | +90.2% | +75.5% |
| 1Y | +113.3% | +18.7% | +94.6% | +88.9% |
| 3Y | +227.4% | -24.2% | +251.6% | +206.0% |
| All | +254.9% | -75.1% | +330.0% | +292.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling