+82.5%
SPY vs PATH
-76.4%
+159.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.6% | +16.2% | +1.8% |
| 7D | +0.1% | -16.3% | +16.4% | +2.2% |
| 30D | +0.1% | +9.9% | -9.9% | -1.6% |
| 3M | +2.0% | +30.2% | -28.2% | -2.3% |
| 6M | +13.0% | +37.2% | -24.2% | +6.8% |
| YTD | +13.5% | -7.3% | +20.9% | +12.8% |
| 1Y | +20.0% | +40.0% | -20.0% | +10.2% |
| 3Y | +77.2% | -4.4% | +81.6% | +64.6% |
| All | +82.5% | -76.4% | +159.0% | +82.0% |
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 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