+86.8%
SMH vs JD
-17.4%
+104.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.5% |
| 7D | +1.4% | -2.6% | +4.0% | +2.0% |
| 30D | -2.2% | -15.4% | +13.1% | +1.7% |
| 3M | -1.9% | -5.0% | +3.2% | -1.7% |
| 6M | +41.0% | +0.9% | +40.1% | +36.9% |
| YTD | +55.6% | -2.5% | +58.1% | +53.6% |
| 1Y | +86.8% | -16.0% | +102.8% | +96.5% |
| All | +86.8% | -17.4% | +104.2% | +96.5% |
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