+87.6%
SMH vs JPM
+20.5%
+67.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.2% |
| 7D | +0.3% | -0.7% | +0.9% | +0.5% |
| 30D | -2.8% | -2.5% | -0.3% | -1.8% |
| 3M | -6.7% | +14.1% | -20.9% | -11.9% |
| 6M | +41.8% | +25.1% | +16.7% | +27.5% |
| YTD | +57.9% | +12.1% | +45.7% | +48.2% |
| 1Y | +87.6% | +18.8% | +68.8% | +69.7% |
| All | +87.6% | +20.5% | +67.1% | +69.7% |
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 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