+34,313.4%
JBL vs SMTC
+50,477.5%
-16,164.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +1.9% | -0.8% |
| 7D | +6.3% | +11.0% | -4.7% | +2.2% |
| 30D | -13.5% | -28.5% | +15.0% | -4.1% |
| 3M | -31.3% | -14.2% | -17.1% | -29.9% |
| 6M | -28.4% | -18.0% | -10.4% | -27.4% |
| YTD | +11.6% | +55.5% | -43.9% | -11.4% |
| 1Y | +26.1% | +69.5% | -43.4% | -3.3% |
| 3Y | +97.4% | +699.7% | -602.3% | -28.3% |
| 5Y | +301.0% | +27.4% | +273.6% | +165.5% |
| 10Y | +1,151.1% | +335.7% | +815.4% | +395.4% |
| All | +34,313.4% | +50,477.5% | -16,164.2% | +8,967.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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