+89.6%
SPY vs PATH
-80.1%
+169.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -4.0% |
| 7D | -4.7% | -5.6% | +0.9% | -4.0% |
| 30D | -5.9% | -0.7% | -5.2% | -5.9% |
| 3M | -4.5% | -5.9% | +1.3% | -4.4% |
| 6M | +1.8% | +21.6% | -19.8% | -1.9% |
| YTD | +8.3% | -20.6% | +29.0% | +9.5% |
| 1Y | +9.3% | -10.6% | +19.9% | +8.1% |
| 3Y | +74.9% | -24.9% | +99.7% | +68.9% |
| 5Y | +67.3% | -76.8% | +144.1% | +65.3% |
| All | +89.6% | -80.1% | +169.7% | +88.1% |
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