-37.6%
SMCI vs JBL
+20.8%
-58.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.8% | -0.9% | -1.2% |
| 7D | -17.3% | -11.1% | -6.2% | -7.6% |
| 30D | -31.5% | -14.1% | -17.4% | -21.1% |
| 3M | -6.6% | -23.9% | +17.3% | +18.6% |
| 6M | +6.0% | -24.1% | +30.1% | +35.6% |
| YTD | +1.1% | +13.5% | -12.4% | -1.2% |
| 1Y | -37.6% | +23.7% | -61.3% | -41.4% |
| All | -37.6% | +20.8% | -58.4% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling