+11,186.3%
JPM vs SMTC
+62,999.7%
-51,813.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +9.2% | -10.2% | -2.2% |
| 7D | +0.3% | +12.7% | -12.5% | -1.4% |
| 30D | -0.2% | +22.0% | -22.1% | -3.6% |
| 3M | +15.9% | -12.7% | +28.6% | +15.9% |
| 6M | +20.9% | +64.8% | -43.8% | +9.4% |
| YTD | +12.9% | +100.7% | -87.8% | -1.0% |
| 1Y | +20.3% | +146.9% | -126.6% | +1.7% |
| 3Y | +160.9% | +456.8% | -295.9% | +81.6% |
| 5Y | +154.8% | +89.2% | +65.6% | +101.5% |
| 10Y | +591.1% | +426.9% | +164.2% | +361.0% |
| All | +11,186.3% | +62,999.7% | -51,813.5% | +5,518.1% |
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