-12.7%
JD vs SMTC
+166.5%
-179.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.0% | -12.0% | -2.4% |
| 7D | -0.8% | +22.9% | -23.7% | -1.6% |
| 30D | -16.0% | +16.6% | -32.7% | -16.7% |
| 3M | -3.2% | +2.4% | -5.6% | -3.3% |
| 6M | +6.1% | +98.3% | -92.2% | -1.8% |
| YTD | -0.1% | +120.7% | -120.8% | -8.6% |
| 1Y | -12.7% | +168.3% | -181.0% | -18.8% |
| All | -12.7% | +166.5% | -179.2% | -18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling