+1,817.6%
SMH vs JCI
+348.5%
+1,469.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.2% | -0.8% | +0.1% |
| 7D | +0.3% | +0.7% | -0.5% | -0.2% |
| 30D | -2.8% | -4.4% | +1.7% | 0.0% |
| 3M | -6.7% | +1.7% | -8.4% | -7.4% |
| 6M | +41.8% | +8.8% | +33.0% | +35.0% |
| YTD | +57.9% | +22.6% | +35.2% | +39.0% |
| 1Y | +87.6% | +36.2% | +51.4% | +54.6% |
| 3Y | +282.9% | +168.0% | +114.9% | +108.3% |
| 5Y | +330.4% | +113.5% | +217.0% | +162.3% |
| All | +1,817.6% | +348.5% | +1,469.1% | +617.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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