-21.8%
PATH vs SCCO
+162.8%
-184.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.3% |
| 7D | -5.3% | -4.8% | -0.5% | -4.4% |
| 30D | -0.5% | -15.8% | +15.2% | +2.7% |
| 3M | -7.1% | -10.9% | +3.8% | -5.7% |
| 6M | +23.8% | -5.1% | +28.9% | +22.4% |
| YTD | -20.7% | +23.2% | -43.9% | -32.9% |
| 1Y | -8.1% | +30.7% | -38.8% | -24.3% |
| 3Y | -21.8% | +164.1% | -185.9% | -63.1% |
| All | -21.8% | +162.8% | -184.6% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling