+44.6%
SMCI vs JPM
+162.9%
-118.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.8% | +6.5% | +6.8% |
| 7D | +1.3% | -0.7% | +2.0% | +1.8% |
| 30D | +6.6% | -2.5% | +9.1% | +8.3% |
| 3M | +25.4% | +14.1% | +11.3% | +14.5% |
| 6M | +26.1% | +25.1% | +1.0% | +9.1% |
| YTD | +37.0% | +12.1% | +24.9% | +27.1% |
| 1Y | -8.8% | +18.8% | -27.6% | -18.2% |
| 3Y | +44.6% | +163.4% | -118.8% | -33.1% |
| All | +44.6% | +162.9% | -118.3% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 3y: compounded portfolio wealth divided by compounded JPM 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…
3y analysis · Full analysis span regression · 6 months rolling