+1,269.2%
SMH vs JPM
+1,295.1%
-25.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.9% |
| 7D | +5.2% | -0.4% | +5.6% | +5.4% |
| 30D | -1.5% | -1.1% | -0.4% | -1.1% |
| 3M | -4.1% | +14.1% | -18.2% | -10.1% |
| 6M | +50.8% | +23.3% | +27.5% | +36.2% |
| YTD | +59.3% | +11.3% | +48.0% | +50.6% |
| 1Y | +94.1% | +23.0% | +71.1% | +74.9% |
| 3Y | +286.7% | +162.6% | +124.2% | +143.6% |
| 5Y | +339.4% | +152.8% | +186.7% | +180.2% |
| 10Y | +1,803.3% | +583.6% | +1,219.6% | +649.5% |
| All | +1,269.2% | +1,295.1% | -25.9% | +132.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling