+34.3%
XLK vs PATH
+38.1%
-3.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.6% | +17.3% | +1.8% |
| 7D | +0.9% | -16.3% | +17.2% | +1.9% |
| 30D | +0.7% | +9.9% | -9.2% | -0.1% |
| 3M | -2.9% | +30.2% | -33.1% | -4.3% |
| 6M | +34.3% | +37.2% | -3.0% | +31.1% |
| All | +34.3% | +38.1% | -3.8% | +31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling