+20.5%
JD vs SIMO
+220.9%
-200.4%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | +5.2% | -16.0% | +21.2% | +6.2% |
| 30D | +4.5% | -35.8% | +40.3% | +7.4% |
| 3M | -15.4% | -26.5% | +11.1% | -14.6% |
| 6M | -6.0% | -33.0% | +27.0% | -6.0% |
| YTD | +2.2% | +84.3% | -82.2% | -16.6% |
| 1Y | -6.7% | +82.0% | -88.6% | -23.7% |
| 3Y | +20.5% | +218.5% | -198.0% | -24.8% |
| All | +20.5% | +220.9% | -200.4% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 3y: compounded portfolio wealth divided by compounded SIMO 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…
3y analysis · Full analysis span regression · 6 months rolling