+137.7%
XLK vs PATH
-80.1%
+217.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.7% | -4.3% | -7.3% |
| 7D | -14.0% | -5.6% | -8.4% | -13.0% |
| 30D | -19.6% | -0.7% | -18.9% | -19.5% |
| 3M | -12.6% | -5.9% | -6.7% | -12.4% |
| 6M | -1.7% | +21.6% | -23.3% | -7.0% |
| YTD | +13.2% | -20.6% | +33.8% | +15.0% |
| 1Y | +10.6% | -10.6% | +21.2% | +8.9% |
| 3Y | +92.7% | -24.9% | +117.6% | +84.4% |
| 5Y | +101.7% | -76.8% | +178.5% | +102.8% |
| All | +137.7% | -80.1% | +217.9% | +140.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling