-75.7%
PATH vs SCCO
+316.1%
-391.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.5% |
| 7D | -16.3% | -5.3% | -11.0% | -14.8% |
| 30D | +9.9% | +2.7% | +7.2% | +8.7% |
| 3M | +30.2% | +4.2% | +26.0% | +26.7% |
| 6M | +37.2% | -0.6% | +37.9% | +33.4% |
| YTD | -7.3% | +45.0% | -52.3% | -26.4% |
| 1Y | +40.0% | +109.3% | -69.3% | -7.5% |
| 3Y | -4.4% | +180.8% | -185.2% | -49.1% |
| All | -75.7% | +316.1% | -391.7% | -89.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling