+1,270.6%
SMH vs JBL
+809.1%
+461.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +4.3% | +4.0% | +0.3% | +2.5% |
| 30D | +0.9% | -7.5% | +8.3% | +4.3% |
| 3M | -2.8% | -14.1% | +11.2% | +4.3% |
| 6M | +45.6% | +25.9% | +19.7% | +31.1% |
| YTD | +59.5% | +36.7% | +22.8% | +37.8% |
| 1Y | +93.4% | +49.0% | +44.4% | +59.8% |
| 3Y | +287.1% | +191.8% | +95.3% | +127.9% |
| 5Y | +338.0% | +409.8% | -71.7% | +101.6% |
| 10Y | +1,876.8% | +1,509.2% | +367.6% | +427.9% |
| All | +1,270.6% | +809.1% | +461.5% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling