+11.6%
SPY vs PATH
-10.8%
+22.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +0.1% | -2.7% | +2.8% | +0.2% |
| 30D | -3.3% | -3.7% | +0.4% | -3.2% |
| 3M | -2.4% | -13.8% | +11.3% | -2.0% |
| 6M | +2.6% | +20.3% | -17.7% | +1.8% |
| YTD | +11.2% | -20.8% | +32.0% | +11.8% |
| All | +11.6% | -10.8% | +22.4% | +11.5% |
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 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