+23.7%
JBL vs SCCO
+43.0%
-19.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.9% | -6.8% | -5.7% |
| 7D | -11.1% | -7.9% | -3.2% | -7.9% |
| 30D | -14.1% | -13.0% | -1.1% | -8.6% |
| 3M | -23.9% | -6.9% | -17.1% | -22.2% |
| 6M | -24.1% | +11.0% | -35.1% | -29.1% |
| YTD | +13.5% | +30.3% | -16.8% | -10.5% |
| 1Y | +23.7% | +45.0% | -21.3% | -10.9% |
| All | +23.7% | +43.0% | -19.2% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling