+17.6%
JD vs SFM
+293.3%
-275.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.5% | +4.4% | -1.8% |
| 7D | -0.8% | -5.8% | +5.0% | -0.5% |
| 30D | -16.0% | -11.4% | -4.7% | -15.6% |
| 3M | -3.2% | -12.2% | +9.0% | -2.7% |
| 6M | +6.1% | -5.2% | +11.2% | +6.1% |
| YTD | -0.1% | -4.5% | +4.4% | -0.1% |
| 1Y | -12.7% | -45.4% | +32.7% | -11.2% |
| 3Y | -6.3% | +91.1% | -97.4% | -9.7% |
| 5Y | -61.3% | +226.8% | -288.1% | -63.7% |
| 10Y | +17.6% | +291.9% | -274.3% | +7.7% |
| All | +17.6% | +293.3% | -275.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded SFM 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling