+152.5%
JPM vs SCCO
+303.5%
-151.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -0.7% | -2.7% | +2.0% | -0.2% |
| 30D | -2.5% | -0.7% | -1.7% | -2.7% |
| 3M | +14.1% | +8.1% | +6.1% | +11.4% |
| 6M | +25.1% | +4.1% | +21.0% | +22.0% |
| YTD | +12.1% | +41.1% | -29.0% | +0.5% |
| 1Y | +18.8% | +95.6% | -76.7% | -1.9% |
| 3Y | +163.4% | +179.3% | -15.8% | +89.2% |
| All | +152.5% | +303.5% | -151.0% | +53.5% |
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