+573.6%
STX vs PATH
-75.2%
+648.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +2.9% | -11.0% | -8.5% |
| 7D | -20.2% | -4.8% | -15.4% | -19.7% |
| 30D | -37.2% | +2.7% | -39.9% | -37.4% |
| 3M | -34.1% | -4.2% | -29.9% | -34.4% |
| 6M | -24.5% | +24.7% | -49.2% | -28.8% |
| YTD | +102.9% | -17.6% | +120.5% | +104.0% |
| 1Y | +123.8% | -5.3% | +129.1% | +117.7% |
| 3Y | +718.1% | -22.0% | +740.1% | +675.7% |
| 5Y | +573.6% | -76.5% | +650.1% | +529.0% |
| All | +573.6% | -75.2% | +648.8% | +529.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling