+111.4%
XLK vs PATH
-75.6%
+187.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.3% | -2.3% |
| 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% | -7.3% |
| 6M | -3.5% | +40.1% | -43.6% | -11.5% |
| YTD | +18.7% | -19.0% | +37.7% | +20.3% |
| 1Y | +19.4% | -5.8% | +25.3% | +16.1% |
| 3Y | +94.5% | -22.9% | +117.4% | +84.1% |
| All | +111.4% | -75.6% | +187.0% | +123.8% |
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