+144.0%
XLK vs PATH
-76.4%
+220.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.6% | +17.3% | +3.9% |
| 7D | +0.9% | -16.3% | +17.2% | +4.0% |
| 30D | +0.7% | +9.9% | -9.2% | -1.7% |
| 3M | -2.9% | +30.2% | -33.1% | -8.9% |
| 6M | +34.3% | +37.2% | -3.0% | +23.5% |
| YTD | +30.4% | -7.3% | +37.7% | +29.1% |
| 1Y | +43.4% | +40.0% | +3.4% | +26.9% |
| 3Y | +116.8% | -4.4% | +121.2% | +96.1% |
| All | +144.0% | -76.4% | +220.4% | +147.7% |
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 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