+4,337.6%
JPM vs SCCO
+35,790.2%
-31,452.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -0.4% | +2.4% | -2.9% | -1.3% |
| 30D | -1.4% | +6.4% | -7.8% | -3.9% |
| 3M | +13.9% | +21.6% | -7.6% | +5.3% |
| 6M | +23.5% | +13.4% | +10.1% | +15.3% |
| YTD | +11.6% | +52.6% | -41.0% | -7.4% |
| 1Y | +21.4% | +122.4% | -101.0% | -12.3% |
| 3Y | +163.4% | +208.5% | -45.0% | +61.7% |
| 5Y | +152.5% | +353.9% | -201.4% | +30.0% |
| 10Y | +592.1% | +1,187.3% | -595.1% | +135.2% |
| All | +4,337.6% | +35,790.2% | -31,452.7% | +500.8% |
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 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