+9.1%
XLF vs PATH
+39.0%
-29.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.6% | +15.8% | 0.0% |
| 7D | 0.0% | -16.3% | +16.3% | +0.7% |
| 30D | +0.2% | +9.9% | -9.7% | -0.4% |
| 3M | +11.7% | +30.2% | -18.4% | +10.0% |
| 6M | +13.8% | +37.2% | -23.4% | +11.5% |
| YTD | +7.0% | -7.3% | +14.3% | +6.1% |
| 1Y | +9.1% | +40.0% | -30.9% | +8.4% |
| All | +9.1% | +39.0% | -29.8% | +8.4% |
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