+43.4%
SMH vs JD
-9.8%
+53.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.0% | -5.8% | -3.2% |
| 7D | -11.2% | +9.0% | -20.1% | -12.3% |
| 30D | -20.4% | +5.2% | -25.6% | -21.0% |
| 3M | -12.4% | -15.9% | +3.5% | -9.6% |
| 6M | -0.5% | -7.7% | +7.2% | +0.4% |
| YTD | +40.0% | +0.1% | +40.0% | +38.1% |
| 1Y | +43.4% | -9.7% | +53.1% | +45.7% |
| All | +43.4% | -9.8% | +53.2% | +45.7% |
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