+70.2%
STX vs PATH
-9.8%
+79.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.7% | -12.6% | -16.4% |
| 7D | -33.4% | -5.6% | -27.8% | -33.6% |
| 30D | -42.1% | -0.7% | -41.4% | -42.0% |
| 3M | -44.3% | -5.9% | -38.4% | -44.6% |
| 6M | -39.4% | +21.6% | -61.0% | -38.8% |
| YTD | +70.0% | -20.6% | +90.6% | +83.8% |
| 1Y | +70.2% | -10.6% | +80.8% | +79.5% |
| All | +70.2% | -9.8% | +79.9% | +79.5% |
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