+78.8%
XLF vs PATH
-80.2%
+159.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.2% | -5.3% | +6.5% | +1.7% |
| 30D | +6.3% | -0.5% | +6.9% | +6.3% |
| 3M | -0.8% | -7.1% | +6.4% | -0.5% |
| 6M | +11.0% | +23.8% | -12.8% | +7.6% |
| YTD | +5.6% | -20.7% | +26.3% | +6.5% |
| 1Y | +10.8% | -8.1% | +18.8% | +9.5% |
| 3Y | +77.8% | -21.8% | +99.6% | +72.0% |
| 5Y | +55.6% | -76.8% | +132.5% | +51.2% |
| All | +78.8% | -80.2% | +159.0% | +74.3% |
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