+35,116.8%
JBL vs SCCO
+35,790.2%
-673.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +4.0% | +2.4% | +1.6% | +2.9% |
| 30D | -7.5% | +6.4% | -13.9% | -10.2% |
| 3M | -14.1% | +21.6% | -35.6% | -21.1% |
| 6M | +25.9% | +13.4% | +12.5% | +18.2% |
| YTD | +36.7% | +52.6% | -16.0% | +12.9% |
| 1Y | +49.0% | +122.4% | -73.4% | +5.7% |
| 3Y | +191.8% | +208.5% | -16.7% | +75.7% |
| 5Y | +409.8% | +353.9% | +55.9% | +155.2% |
| 10Y | +1,509.2% | +1,187.3% | +322.0% | +423.4% |
| All | +35,116.8% | +35,790.2% | -673.4% | +4,703.7% |
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