+945.5%
SMCI vs JD
+31.5%
+914.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -2.0% | -0.8% |
| 7D | -6.6% | -4.1% | -2.4% | -5.6% |
| 30D | -24.9% | +4.6% | -29.5% | -26.0% |
| 3M | -31.4% | -4.7% | -26.6% | -30.8% |
| 6M | -16.0% | -17.4% | +1.3% | -12.6% |
| YTD | -8.2% | +0.7% | -8.9% | -8.9% |
| 1Y | -23.4% | -5.9% | -17.5% | -22.7% |
| 3Y | +5.0% | +18.9% | -13.8% | -2.0% |
| 5Y | +515.0% | -62.9% | +578.0% | +605.4% |
| All | +945.5% | +31.5% | +914.1% | +811.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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