+2,447.8%
SMH vs JD
+46.1%
+2,401.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.6% | +6.4% | +5.2% |
| 7D | +0.5% | +0.4% | +0.1% | +0.2% |
| 30D | -14.2% | +4.2% | -18.4% | -15.4% |
| 3M | -11.5% | -12.8% | +1.2% | -8.8% |
| 6M | -12.0% | -8.8% | -3.3% | -10.8% |
| YTD | +40.8% | +0.5% | +40.3% | +38.8% |
| 1Y | +44.9% | -8.8% | +53.6% | +46.4% |
| 3Y | +226.7% | +18.6% | +208.2% | +191.8% |
| 5Y | +250.6% | -62.2% | +312.8% | +298.4% |
| 10Y | +1,523.4% | +32.2% | +1,491.2% | +1,143.3% |
| All | +2,447.8% | +46.1% | +2,401.7% | +1,823.6% |
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