+32.5%
JD vs SMTC
+334.8%
-302.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | +0.3% |
| 7D | +5.2% | -10.9% | +16.1% | +6.6% |
| 30D | +4.5% | -39.4% | +43.9% | +14.5% |
| 3M | -15.4% | -13.5% | -1.9% | -16.7% |
| 6M | -6.0% | -6.8% | +0.8% | -12.8% |
| YTD | +2.2% | +54.0% | -51.9% | -19.1% |
| 1Y | -6.7% | +50.8% | -57.4% | -26.1% |
| 3Y | +20.5% | +677.3% | -656.8% | -55.5% |
| 5Y | -58.4% | +28.7% | -87.2% | -70.3% |
| 10Y | +32.5% | +339.9% | -307.4% | -33.8% |
| All | +32.5% | +334.8% | -302.4% | -33.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling