+543.3%
STX vs PATH
-80.2%
+623.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -28.5% | -5.3% | -23.2% | -27.9% |
| 30D | -42.9% | -0.5% | -42.4% | -42.8% |
| 3M | -45.9% | -7.1% | -38.8% | -45.9% |
| 6M | -41.3% | +23.8% | -65.1% | -44.5% |
| YTD | +67.9% | -20.7% | +88.6% | +69.8% |
| 1Y | +66.5% | -8.1% | +74.6% | +62.9% |
| 3Y | +588.0% | -21.8% | +609.8% | +553.7% |
| 5Y | +449.1% | -76.8% | +525.9% | +448.6% |
| All | +543.3% | -80.2% | +623.4% | +558.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling