+585.7%
JPM vs SMTC
+516.8%
+68.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.2% |
| 7D | -2.3% | +17.5% | -19.9% | -5.3% |
| 30D | -2.3% | +21.3% | -23.6% | -6.4% |
| 3M | +14.9% | +3.1% | +11.7% | +11.6% |
| 6M | +23.6% | +81.7% | -58.1% | +5.8% |
| YTD | +11.3% | +115.9% | -104.7% | -8.5% |
| 1Y | +19.9% | +157.8% | -137.9% | -5.8% |
| 3Y | +162.6% | +557.3% | -394.7% | +44.8% |
| 5Y | +154.6% | +114.7% | +40.0% | +84.9% |
| All | +585.7% | +516.8% | +68.9% | +245.3% |
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