-6.1%
PATH vs SCCO
+182.2%
-188.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.5% |
| 7D | -16.3% | -5.3% | -11.0% | -15.2% |
| 30D | +9.9% | +2.7% | +7.2% | +9.1% |
| 3M | +30.2% | +4.2% | +26.0% | +27.9% |
| 6M | +37.2% | -0.6% | +37.9% | +35.4% |
| YTD | -7.3% | +45.0% | -52.3% | -24.4% |
| 1Y | +40.0% | +109.3% | -69.3% | -4.3% |
| All | -6.1% | +182.2% | -188.3% | -57.3% |
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