+152.5%
JPM vs SMTC
+116.8%
+35.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.3% |
| 7D | -0.4% | +22.5% | -22.9% | -2.7% |
| 30D | -1.4% | +24.9% | -26.3% | -4.3% |
| 3M | +13.9% | +4.1% | +9.9% | +11.9% |
| 6M | +23.5% | +92.6% | -69.0% | +11.2% |
| YTD | +11.6% | +122.5% | -110.8% | -1.6% |
| 1Y | +21.4% | +166.2% | -144.9% | +3.9% |
| 3Y | +163.4% | +577.2% | -413.7% | +83.1% |
| 5Y | +152.5% | +119.0% | +33.5% | +112.0% |
| All | +152.5% | +116.8% | +35.7% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling