+32.5%
JD vs SM
+4.2%
+28.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.4% |
| 7D | +5.2% | -19.5% | +24.7% | +6.9% |
| 30D | +4.5% | -20.2% | +24.7% | +6.1% |
| 3M | -15.4% | -6.5% | -8.9% | -15.4% |
| 6M | -6.0% | +1.6% | -7.6% | -7.0% |
| YTD | +2.2% | +61.2% | -59.1% | -3.3% |
| 1Y | -6.7% | +65.4% | -72.0% | -11.9% |
| 3Y | +20.5% | -13.0% | +33.6% | +18.5% |
| 5Y | -58.4% | -4.3% | -54.2% | -60.1% |
| 10Y | +32.5% | +3.0% | +29.5% | +14.1% |
| All | +32.5% | +4.2% | +28.3% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling