+30.5%
JD vs SM
+8.2%
+22.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.6% |
| 7D | +13.4% | -25.9% | +39.3% | +15.9% |
| 30D | +7.7% | -15.1% | +22.8% | +8.8% |
| 3M | -11.3% | +4.9% | -16.1% | -12.1% |
| 6M | -5.1% | +6.1% | -11.3% | -6.4% |
| YTD | +5.0% | +63.4% | -58.4% | -0.6% |
| 1Y | -5.6% | +72.5% | -78.1% | -11.3% |
| 3Y | +17.8% | -16.9% | +34.7% | +16.2% |
| 5Y | -57.2% | -10.6% | -46.5% | -58.7% |
| All | +30.5% | +8.2% | +22.3% | +11.0% |
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