+149.3%
XLK vs PATH
-79.7%
+229.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.2% |
| 7D | +3.4% | +2.1% | +1.3% | +3.0% |
| 30D | -10.6% | +1.6% | -12.2% | -10.9% |
| 3M | -10.6% | -20.4% | +9.8% | -7.5% |
| 6M | -3.5% | +40.1% | -43.6% | -10.9% |
| YTD | +18.7% | -19.0% | +37.7% | +20.2% |
| 1Y | +19.4% | -5.8% | +25.3% | +16.4% |
| 3Y | +94.5% | -22.9% | +117.4% | +85.3% |
| 5Y | +111.2% | -75.3% | +186.5% | +111.2% |
| All | +149.3% | -79.7% | +229.0% | +151.2% |
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