+455.7%
STX vs PATH
-78.0%
+533.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -3.7% | -12.6% | -15.7% |
| 7D | -33.4% | -5.6% | -27.8% | -32.8% |
| 30D | -42.1% | -0.7% | -41.4% | -42.0% |
| 3M | -44.3% | -5.9% | -38.4% | -44.4% |
| 6M | -39.4% | +21.6% | -61.0% | -42.6% |
| YTD | +70.0% | -20.6% | +90.6% | +72.0% |
| 1Y | +70.2% | -10.6% | +80.8% | +67.2% |
| 3Y | +585.2% | -24.9% | +610.0% | +553.7% |
| 5Y | +455.7% | -76.8% | +532.5% | +421.0% |
| All | +455.7% | -78.0% | +533.7% | +421.0% |
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