+240.5%
SMH vs JD
-59.0%
+299.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | -6.7% | +5.2% | -11.9% | -7.9% |
| 30D | -19.8% | +4.5% | -24.3% | -20.8% |
| 3M | -15.1% | -15.4% | +0.4% | -12.3% |
| 6M | -14.6% | -6.0% | -8.6% | -14.2% |
| YTD | +34.3% | +2.2% | +32.1% | +32.3% |
| 1Y | +35.2% | -6.7% | +41.9% | +35.8% |
| 3Y | +211.7% | +20.5% | +191.2% | +184.1% |
| 5Y | +240.5% | -58.4% | +298.9% | +279.2% |
| All | +240.5% | -59.0% | +299.5% | +279.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling