+324.2%
SMH vs JPM
+149.5%
+174.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.2% |
| 7D | +1.4% | -2.3% | +3.7% | +2.8% |
| 30D | -2.2% | -2.3% | +0.1% | -0.9% |
| 3M | -1.9% | +14.9% | -16.7% | -10.2% |
| 6M | +41.0% | +23.6% | +17.4% | +23.0% |
| YTD | +55.6% | +11.3% | +44.3% | +44.2% |
| 1Y | +86.8% | +19.9% | +66.9% | +64.7% |
| 3Y | +277.7% | +162.6% | +115.1% | +96.9% |
| 5Y | +324.2% | +154.6% | +169.5% | +105.1% |
| All | +324.2% | +149.5% | +174.6% | +105.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling