+77.4%
XLF vs PATH
-3.6%
+81.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -16.6% | +15.8% | +0.6% |
| 7D | 0.0% | -16.3% | +16.3% | +1.4% |
| 30D | +0.2% | +9.9% | -9.7% | -0.9% |
| 3M | +11.7% | +30.2% | -18.4% | +8.6% |
| 6M | +13.8% | +37.2% | -23.4% | +9.6% |
| YTD | +7.0% | -7.3% | +14.3% | +6.5% |
| 1Y | +9.1% | +40.0% | -30.9% | +2.8% |
| All | +77.4% | -3.6% | +81.0% | +65.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling