+21.7%
SMCI vs JAAA
+2.9%
+18.8%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.7% |
| 7D | +5.2% | +0.1% | +5.1% | +3.1% |
| 30D | +23.7% | +0.5% | +23.3% | +12.5% |
| 3M | -4.2% | +1.2% | -5.5% | -29.4% |
| 6M | +21.7% | +2.7% | +19.0% | -36.3% |
| All | +21.7% | +2.9% | +18.8% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 6mo: compounded portfolio wealth divided by compounded JAAA 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…
6mo analysis · Full analysis span regression · 6 months rolling