+103.5%
XLK vs PATH
-76.8%
+180.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.5% | +1.5% |
| 7D | -8.2% | -5.3% | -2.9% | -7.2% |
| 30D | -18.2% | -0.5% | -17.7% | -18.1% |
| 3M | -11.0% | -7.1% | -3.9% | -10.6% |
| 6M | -2.9% | +23.8% | -26.7% | -8.7% |
| YTD | +14.8% | -20.7% | +35.5% | +16.8% |
| 1Y | +14.5% | -8.1% | +22.6% | +11.9% |
| 3Y | +94.2% | -21.8% | +116.0% | +83.1% |
| All | +103.5% | -76.8% | +180.3% | +115.2% |
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