-81.1%
PATH vs SCCO
+222.0%
-303.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.8% | -1.8% |
| 7D | -5.6% | -12.9% | +7.3% | -1.8% |
| 30D | -0.7% | -18.2% | +17.5% | +5.1% |
| 3M | -5.9% | -13.7% | +7.9% | -2.8% |
| 6M | +21.6% | +0.9% | +20.7% | +16.7% |
| YTD | -20.6% | +21.8% | -42.5% | -33.4% |
| 1Y | -10.6% | +30.5% | -41.1% | -27.4% |
| 3Y | -24.9% | +161.0% | -185.9% | -58.1% |
| 5Y | -76.8% | +267.1% | -344.0% | -88.7% |
| All | -81.1% | +222.0% | -303.1% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling