+55.0%
JD vs SMTC
+355.6%
-300.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +12.8% | -15.3% | -5.4% |
| 7D | +7.9% | -4.8% | +12.8% | +7.7% |
| 30D | +4.8% | -37.8% | +42.6% | +14.4% |
| 3M | -13.9% | -16.5% | +2.6% | -14.6% |
| 6M | -5.8% | -4.4% | -1.4% | -13.2% |
| YTD | +2.4% | +58.0% | -55.6% | -19.7% |
| 1Y | -7.5% | +62.0% | -69.6% | -28.5% |
| 3Y | +20.9% | +745.7% | -724.8% | -56.4% |
| 5Y | -58.0% | +29.0% | -87.1% | -70.6% |
| 10Y | +28.9% | +351.4% | -322.5% | -46.7% |
| All | +55.0% | +355.6% | -300.6% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling