+79.9%
XLF vs PATH
-80.1%
+160.0%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -2.5% |
| 7D | +1.0% | -5.6% | +6.6% | +1.6% |
| 30D | +6.5% | -0.7% | +7.1% | +6.5% |
| 3M | -0.5% | -5.9% | +5.3% | -0.4% |
| 6M | +12.2% | +21.6% | -9.3% | +9.0% |
| YTD | +6.3% | -20.6% | +26.9% | +7.1% |
| 1Y | +11.0% | -10.6% | +21.6% | +10.1% |
| 3Y | +78.3% | -24.9% | +103.2% | +73.3% |
| 5Y | +56.6% | -76.8% | +133.4% | +52.1% |
| All | +79.9% | -80.1% | +160.0% | +75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling