-12.0%
SMH vs JD
-8.5%
-3.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +4.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.7% |
| 30D | -14.2% | +4.2% | -18.4% | -13.7% |
| 3M | -11.5% | -12.8% | +1.2% | -12.2% |
| 6M | -12.0% | -8.8% | -3.3% | -11.0% |
| All | -12.0% | -8.5% | -3.5% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling