+273.5%
SOXX vs PATH
-76.8%
+350.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -16.6% | +20.1% | +7.2% |
| 7D | +2.2% | -16.3% | +18.5% | +5.7% |
| 30D | -2.0% | +9.9% | -12.0% | -5.0% |
| 3M | -13.7% | +30.2% | -43.9% | -20.1% |
| 6M | +52.4% | +37.2% | +15.2% | +37.0% |
| YTD | +72.8% | -7.3% | +80.1% | +69.8% |
| 1Y | +113.9% | +40.0% | +73.9% | +83.1% |
| 3Y | +210.7% | -4.4% | +215.1% | +174.6% |
| 5Y | +244.6% | -76.0% | +320.7% | +258.4% |
| All | +273.5% | -76.8% | +350.3% | +289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling