+57.9%
XLF vs PATH
-77.4%
+135.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.6% | +1.5% |
| 7D | +0.7% | -2.7% | +3.4% | +1.1% |
| 30D | +6.0% | -3.7% | +9.7% | +6.3% |
| 3M | +1.0% | -13.8% | +14.8% | +2.1% |
| 6M | +14.0% | +20.3% | -6.3% | +10.5% |
| YTD | +7.2% | -20.8% | +28.0% | +8.2% |
| 1Y | +11.6% | -9.2% | +20.8% | +10.3% |
| 3Y | +81.2% | -21.8% | +102.9% | +74.3% |
| 5Y | +57.9% | -77.4% | +135.3% | +56.4% |
| All | +57.9% | -77.4% | +135.3% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling