-81.2%
PATH vs SCCO
+242.7%
-323.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.2% | -5.4% | -1.7% |
| 7D | -2.7% | -0.9% | -1.8% | -2.5% |
| 30D | -3.7% | -15.0% | +11.3% | +0.7% |
| 3M | -13.8% | -9.1% | -4.6% | -12.3% |
| 6M | +20.3% | -0.9% | +21.2% | +16.9% |
| YTD | -20.8% | +29.7% | -50.5% | -34.8% |
| 1Y | -9.2% | +38.2% | -47.4% | -27.5% |
| 3Y | -21.8% | +191.5% | -213.2% | -58.1% |
| 5Y | -77.4% | +281.7% | -359.1% | -89.2% |
| All | -81.2% | +242.7% | -323.9% | -90.8% |
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