+155.3%
XLK vs PATH
-79.9%
+235.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.8% |
| 7D | -1.2% | -2.7% | +1.5% | -0.7% |
| 30D | -11.2% | -1.4% | -9.9% | -11.0% |
| 3M | -6.2% | -16.4% | +10.2% | -3.9% |
| 6M | -1.7% | +23.3% | -25.0% | -7.2% |
| YTD | +21.5% | -19.8% | +41.4% | +23.3% |
| 1Y | +19.6% | -8.6% | +28.2% | +17.2% |
| 3Y | +97.9% | -24.0% | +122.0% | +89.2% |
| 5Y | +118.9% | -77.1% | +196.0% | +120.0% |
| All | +155.3% | -79.9% | +235.2% | +157.7% |
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 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