-5.8%
PATH vs SCCO
+26.3%
-32.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.1% |
| 7D | +2.1% | -1.9% | +4.0% | +2.0% |
| 30D | +1.6% | -17.4% | +19.0% | +0.3% |
| 3M | -20.4% | -11.7% | -8.8% | -20.9% |
| 6M | +40.1% | -12.1% | +52.2% | +40.0% |
| YTD | -19.0% | +20.9% | -39.9% | -27.8% |
| 1Y | -5.8% | +31.3% | -37.2% | -21.7% |
| All | -5.8% | +26.3% | -32.1% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling