-80.8%
PATH vs SCCO
+219.4%
-300.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +2.0% |
| 7D | +2.1% | -1.9% | +4.0% | +2.6% |
| 30D | +1.6% | -17.4% | +19.0% | +7.1% |
| 3M | -20.4% | -11.7% | -8.8% | -18.4% |
| 6M | +40.1% | -12.1% | +52.2% | +41.6% |
| YTD | -19.0% | +20.9% | -39.9% | -32.0% |
| 1Y | -5.8% | +31.3% | -37.2% | -23.8% |
| 3Y | -22.9% | +170.3% | -193.3% | -57.8% |
| 5Y | -75.3% | +240.8% | -316.1% | -87.8% |
| All | -80.8% | +219.4% | -300.2% | -90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 10y: compounded portfolio wealth divided by compounded SCCO 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…
10y analysis · Full analysis span regression · 6 months rolling