+1,475.7%
SMH vs JD
+31.5%
+1,444.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.4% |
| 7D | +4.9% | -4.1% | +9.0% | +6.0% |
| 30D | -13.8% | +4.6% | -18.4% | -15.2% |
| 3M | -17.4% | -4.7% | -12.6% | -16.6% |
| 6M | -15.0% | -17.4% | +2.4% | -11.2% |
| YTD | +35.2% | +0.7% | +34.4% | +33.0% |
| 1Y | +41.6% | -5.9% | +47.5% | +42.0% |
| 3Y | +215.6% | +18.9% | +196.8% | +178.0% |
| 5Y | +233.2% | -62.9% | +296.2% | +289.2% |
| All | +1,475.7% | +31.5% | +1,444.2% | +1,024.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling