+1,817.6%
SMH vs JBL
+1,558.3%
+259.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.0% | -3.6% | -1.5% |
| 7D | +0.3% | +2.4% | -2.2% | -1.2% |
| 30D | -2.8% | -13.1% | +10.3% | +5.3% |
| 3M | -6.7% | -15.6% | +8.9% | +2.7% |
| 6M | +41.8% | +24.6% | +17.2% | +24.3% |
| YTD | +57.9% | +39.6% | +18.3% | +28.9% |
| 1Y | +87.6% | +48.6% | +39.0% | +46.5% |
| 3Y | +282.9% | +197.3% | +85.7% | +88.2% |
| 5Y | +330.4% | +413.0% | -82.6% | +51.0% |
| All | +1,817.6% | +1,558.3% | +259.3% | +282.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling