+2,749.6%
SMH vs JD
+48.3%
+2,701.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.1% |
| 7D | +2.5% | -1.7% | +4.2% | +3.0% |
| 30D | -0.5% | -13.2% | +12.7% | +3.0% |
| 3M | -9.6% | -3.2% | -6.5% | -9.3% |
| 6M | +42.1% | +15.2% | +26.8% | +35.6% |
| YTD | +57.4% | +2.0% | +55.5% | +55.2% |
| 1Y | +96.2% | -5.4% | +101.6% | +96.9% |
| 3Y | +267.9% | -9.1% | +277.0% | +254.1% |
| 5Y | +327.7% | -59.6% | +387.3% | +375.8% |
| 10Y | +1,764.6% | +26.2% | +1,738.4% | +1,341.5% |
| All | +2,749.6% | +48.3% | +2,701.3% | +2,051.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling