+413.7%
JBL vs SCCO
+303.5%
+110.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.4% | +5.2% |
| 7D | +2.4% | -2.7% | +5.1% | +3.4% |
| 30D | -13.1% | -0.7% | -12.4% | -13.4% |
| 3M | -15.6% | +8.1% | -23.7% | -19.0% |
| 6M | +24.6% | +4.1% | +20.5% | +20.4% |
| YTD | +39.6% | +41.1% | -1.5% | +18.6% |
| 1Y | +48.6% | +95.6% | -46.9% | +11.1% |
| 3Y | +197.3% | +179.3% | +18.0% | +85.2% |
| All | +413.7% | +303.5% | +110.2% | +162.8% |
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