+82.4%
XLF vs PATH
-80.4%
+162.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.9% | -2.3% | +4.2% | +2.2% |
| 30D | +6.5% | -4.8% | +11.3% | +7.0% |
| 3M | +1.2% | -17.7% | +18.9% | +2.7% |
| 6M | +14.6% | +18.9% | -4.3% | +11.5% |
| YTD | +7.7% | -21.7% | +29.4% | +8.8% |
| 1Y | +11.8% | -9.6% | +21.4% | +10.6% |
| 3Y | +80.1% | -25.8% | +105.9% | +75.2% |
| 5Y | +59.0% | -77.1% | +136.1% | +54.7% |
| All | +82.4% | -80.4% | +162.8% | +78.0% |
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 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