+1,525.1%
JBL vs SCCO
+1,104.1%
+421.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.4% | +5.2% |
| 7D | +2.4% | -2.7% | +5.1% | +3.5% |
| 30D | -13.1% | -0.7% | -12.4% | -13.4% |
| 3M | -15.6% | +8.1% | -23.7% | -19.6% |
| 6M | +24.6% | +4.1% | +20.5% | +19.8% |
| YTD | +39.6% | +41.1% | -1.5% | +14.8% |
| 1Y | +48.6% | +95.6% | -46.9% | +4.4% |
| 3Y | +197.3% | +179.3% | +18.0% | +66.6% |
| 5Y | +413.0% | +308.3% | +104.7% | +125.0% |
| All | +1,525.1% | +1,104.1% | +421.0% | +328.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling