+1,817.6%
SMH vs JPM
+600.5%
+1,217.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.1% |
| 7D | +0.3% | -0.7% | +0.9% | +0.6% |
| 30D | -2.8% | -2.5% | -0.3% | -1.6% |
| 3M | -6.7% | +14.1% | -20.9% | -13.8% |
| 6M | +41.8% | +25.1% | +16.7% | +24.3% |
| YTD | +57.9% | +12.1% | +45.7% | +46.8% |
| 1Y | +87.6% | +18.8% | +68.8% | +68.4% |
| 3Y | +282.9% | +163.4% | +119.5% | +116.8% |
| 5Y | +330.4% | +156.5% | +173.9% | +143.1% |
| All | +1,817.6% | +600.5% | +1,217.1% | +634.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling