+34.4%
JD vs SMTC
+333.2%
-298.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.4% |
| 7D | -4.1% | +11.0% | -15.1% | -6.8% |
| 30D | +4.6% | -28.5% | +33.1% | +10.3% |
| 3M | -4.7% | -14.2% | +9.5% | -6.2% |
| 6M | -17.4% | -18.0% | +0.6% | -20.6% |
| YTD | +0.7% | +55.5% | -54.8% | -20.6% |
| 1Y | -5.9% | +69.5% | -75.4% | -28.0% |
| 3Y | +18.9% | +699.7% | -680.8% | -56.6% |
| 5Y | -62.9% | +27.4% | -90.3% | -73.4% |
| All | +34.4% | +333.2% | -298.9% | -33.4% |
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