-9.6%
PATH vs SCCO
+30.3%
-40.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.1% | -1.3% |
| 7D | -2.3% | -1.8% | -0.5% | -2.4% |
| 30D | -4.8% | -17.8% | +12.9% | -6.1% |
| 3M | -17.7% | -12.5% | -5.2% | -18.3% |
| 6M | +18.9% | -4.1% | +23.0% | +19.7% |
| YTD | -21.7% | +25.5% | -47.2% | -30.0% |
| 1Y | -9.6% | +31.0% | -40.6% | -22.6% |
| All | -9.6% | +30.3% | -40.0% | -22.6% |
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