+21.7%
SMCI vs JPM
+25.4%
-3.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.7% |
| 7D | +5.2% | -0.4% | +5.6% | +5.5% |
| 30D | +23.7% | -1.4% | +25.2% | +25.6% |
| 3M | -4.2% | +13.9% | -18.2% | -17.7% |
| 6M | +21.7% | +23.5% | -1.8% | -13.0% |
| All | +21.7% | +25.4% | -3.7% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling