+82.1%
XLF vs PATH
-80.0%
+162.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.2% | +0.7% | +0.5% | +1.2% |
| 30D | +6.2% | -1.1% | +7.3% | +6.2% |
| 3M | +0.9% | -14.2% | +15.0% | +1.9% |
| 6M | +13.6% | +30.9% | -17.2% | +9.6% |
| YTD | +7.6% | -20.1% | +27.7% | +8.4% |
| 1Y | +10.2% | -8.1% | +18.2% | +8.9% |
| 3Y | +79.8% | -24.3% | +104.1% | +74.6% |
| 5Y | +58.0% | -75.6% | +133.6% | +53.4% |
| All | +82.1% | -80.0% | +162.1% | +77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling