+96.2%
SMH vs JD
-5.6%
+101.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.2% |
| 7D | +2.5% | -1.7% | +4.2% | +2.9% |
| 30D | -0.5% | -13.2% | +12.7% | +2.8% |
| 3M | -9.6% | -3.2% | -6.5% | -9.5% |
| 6M | +42.1% | +15.2% | +26.8% | +32.1% |
| YTD | +57.4% | +2.0% | +55.5% | +53.9% |
| 1Y | +96.2% | -5.4% | +101.6% | +105.1% |
| All | +96.2% | -5.6% | +101.9% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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