+967.2%
SMCI vs JD
-60.9%
+1,028.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.8% | -2.7% |
| 7D | +5.2% | -3.0% | +8.2% | +6.0% |
| 30D | +23.7% | -19.3% | +43.1% | +30.3% |
| 3M | -4.2% | -6.0% | +1.8% | -3.2% |
| 6M | +21.7% | +1.8% | +19.9% | +21.0% |
| YTD | +33.0% | -2.6% | +35.6% | +33.5% |
| 1Y | -9.3% | -17.4% | +8.1% | -5.3% |
| 3Y | +38.7% | -8.6% | +47.3% | +39.1% |
| 5Y | +967.2% | -61.6% | +1,028.8% | +1,078.7% |
| All | +967.2% | -60.9% | +1,028.0% | +1,078.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling