+98.3%
SPY vs PATH
-79.4%
+177.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.3% |
| 7D | -0.7% | -4.8% | +4.1% | -0.1% |
| 30D | -1.0% | +2.7% | -3.7% | -1.4% |
| 3M | -0.3% | -4.2% | +3.8% | -0.4% |
| 6M | +7.3% | +24.7% | -17.4% | +3.1% |
| YTD | +13.3% | -17.6% | +30.9% | +14.0% |
| 1Y | +14.8% | -5.3% | +20.1% | +12.7% |
| 3Y | +82.9% | -22.0% | +104.9% | +75.9% |
| 5Y | +75.6% | -76.5% | +152.1% | +72.8% |
| All | +98.3% | -79.4% | +177.7% | +95.8% |
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