+1,770.3%
SMCI vs JHX
+106.3%
+1,664.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.0% | +6.3% | +6.8% |
| 7D | +1.3% | -6.3% | +7.6% | +4.2% |
| 30D | +6.6% | -7.7% | +14.4% | +10.4% |
| 3M | +25.4% | +19.2% | +6.3% | +15.4% |
| 6M | +26.1% | +38.3% | -12.1% | +10.4% |
| YTD | +37.0% | +37.2% | -0.2% | +19.7% |
| 1Y | -8.8% | +42.3% | -51.0% | -21.9% |
| 3Y | +44.6% | -4.4% | +49.0% | +33.9% |
| 5Y | +995.9% | -26.4% | +1,022.3% | +995.5% |
| All | +1,770.3% | +106.3% | +1,664.1% | +1,146.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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