+96.2%
SMH vs JBL
+52.3%
+43.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.5% | +1.1% | +1.6% |
| 7D | +2.5% | +3.0% | -0.5% | +0.6% |
| 30D | -0.5% | -8.3% | +7.8% | +4.6% |
| 3M | -9.6% | -16.9% | +7.3% | +0.8% |
| 6M | +42.1% | +21.8% | +20.3% | +29.1% |
| YTD | +57.4% | +36.3% | +21.1% | +35.2% |
| 1Y | +96.2% | +49.5% | +46.7% | +60.5% |
| All | +96.2% | +52.3% | +43.9% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling