-77.1%
PATH vs SCCO
+275.1%
-352.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.0% |
| 7D | -2.7% | -2.4% | -0.3% | -2.1% |
| 30D | -1.4% | -16.5% | +15.1% | +3.8% |
| 3M | -16.4% | -10.4% | -6.1% | -14.7% |
| 6M | +23.3% | -2.8% | +26.0% | +20.3% |
| YTD | -19.8% | +27.2% | -47.0% | -34.4% |
| 1Y | -8.6% | +33.6% | -42.2% | -27.0% |
| 3Y | -24.0% | +182.4% | -206.4% | -61.3% |
| 5Y | -77.1% | +262.8% | -339.9% | -89.5% |
| All | -77.1% | +275.1% | -352.2% | -89.5% |
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