+54.3%
JD vs SMTC
+478.6%
-424.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +9.2% | -7.3% | -0.4% |
| 7D | -1.7% | +12.7% | -14.4% | -4.6% |
| 30D | -13.2% | +22.0% | -35.1% | -18.6% |
| 3M | -3.2% | -12.7% | +9.5% | -3.5% |
| 6M | +15.2% | +64.8% | -49.6% | -5.8% |
| YTD | +2.0% | +100.7% | -98.7% | -21.6% |
| 1Y | -5.4% | +146.9% | -152.3% | -32.5% |
| 3Y | -9.1% | +456.8% | -465.9% | -59.5% |
| 5Y | -59.6% | +89.2% | -148.8% | -73.8% |
| 10Y | +26.2% | +426.9% | -400.6% | -47.5% |
| All | +54.3% | +478.6% | -424.3% | -47.9% |
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