+115.5%
XLK vs PATH
-76.9%
+192.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +7.0% | +0.7% | +6.3% | +6.9% |
| 30D | -11.5% | -1.1% | -10.3% | -11.3% |
| 3M | -7.9% | -14.2% | +6.3% | -6.0% |
| 6M | -0.6% | +30.9% | -31.5% | -7.6% |
| YTD | +21.1% | -20.1% | +41.2% | +23.1% |
| 1Y | +18.8% | -8.1% | +26.9% | +16.1% |
| 3Y | +97.3% | -24.3% | +121.6% | +87.4% |
| 5Y | +115.5% | -75.6% | +191.1% | +128.5% |
| All | +115.5% | -76.9% | +192.4% | +128.5% |
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