+365.4%
STX vs PATH
+39.0%
+326.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -16.6% | +23.0% | +5.8% |
| 7D | +2.4% | -16.3% | +18.7% | +1.9% |
| 30D | +1.4% | +9.9% | -8.5% | +1.3% |
| 3M | -8.2% | +30.2% | -38.4% | -7.8% |
| 6M | +127.0% | +37.2% | +89.8% | +126.7% |
| YTD | +209.1% | -7.3% | +216.5% | +225.7% |
| 1Y | +365.4% | +40.0% | +325.4% | +372.3% |
| All | +365.4% | +39.0% | +326.5% | +372.3% |
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