+11.0%
XLF vs PATH
-7.8%
+18.8%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | +0.4% |
| 7D | -1.0% | -2.7% | +1.8% | -0.8% |
| 30D | +6.5% | -1.4% | +7.9% | +6.5% |
| 3M | +1.8% | -16.4% | +18.2% | +2.5% |
| 6M | +15.4% | +23.3% | -7.9% | +13.3% |
| YTD | +8.4% | -19.8% | +28.2% | +7.9% |
| All | +11.0% | -7.8% | +18.8% | +10.0% |
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 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