+16.2%
XLK vs PATH
-10.8%
+27.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | -1.9% | -2.7% | +0.8% | -1.7% |
| 30D | -14.0% | -3.7% | -10.3% | -13.7% |
| 3M | -9.0% | -13.8% | +4.8% | -8.3% |
| 6M | -2.4% | +20.3% | -22.7% | -4.2% |
| YTD | +19.1% | -20.8% | +39.9% | +20.5% |
| All | +16.2% | -10.8% | +27.0% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling