-4.2%
JD vs SMTC
+514.4%
-518.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | +0.9% |
| 7D | -1.7% | +12.7% | -14.4% | -3.0% |
| 30D | -13.2% | +22.0% | -35.1% | -15.5% |
| 3M | -3.2% | -12.7% | +9.5% | -2.9% |
| 6M | +15.2% | +64.8% | -49.6% | +5.1% |
| YTD | +2.0% | +100.7% | -98.7% | -9.6% |
| 1Y | -5.4% | +146.9% | -152.3% | -19.0% |
| All | -4.2% | +514.4% | -518.6% | -37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling