+465.0%
JPM vs SMTC
+333.2%
+131.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +1.6% |
| 7D | +3.5% | +11.0% | -7.5% | +1.5% |
| 30D | +3.3% | -28.5% | +31.8% | +7.7% |
| 3M | -4.2% | -14.2% | +10.0% | -4.6% |
| 6M | +16.4% | -18.0% | +34.4% | +14.2% |
| YTD | +9.5% | +55.5% | -46.0% | -6.8% |
| 1Y | +14.0% | +69.5% | -55.5% | -5.0% |
| 3Y | +153.1% | +699.7% | -546.6% | +27.6% |
| 5Y | +134.9% | +27.4% | +107.5% | +89.0% |
| All | +465.0% | +333.2% | +131.7% | +210.0% |
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