+96.2%
SMH vs JPM
+21.8%
+74.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.6% | +3.0% |
| 7D | +2.5% | +0.3% | +2.2% | +2.4% |
| 30D | -0.5% | -0.2% | -0.3% | -0.5% |
| 3M | -9.6% | +15.9% | -25.5% | -15.0% |
| 6M | +42.1% | +20.9% | +21.1% | +30.1% |
| YTD | +57.4% | +12.9% | +44.6% | +47.8% |
| 1Y | +96.2% | +20.3% | +75.9% | +79.1% |
| All | +96.2% | +21.8% | +74.4% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JPM.
Daily Out/Under-Performance
Portfolio return minus JPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JPM 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 JPM 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