+463.1%
STM vs JD
+31.1%
+432.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +4.0% |
| 7D | +1.4% | +0.4% | +1.0% | +1.0% |
| 30D | -8.4% | +4.2% | -12.6% | -10.0% |
| 3M | -15.8% | -12.8% | -3.1% | -12.5% |
| 6M | -22.8% | -8.8% | -14.1% | -21.3% |
| YTD | +79.4% | +0.5% | +78.9% | +76.3% |
| 1Y | +97.0% | -8.8% | +105.7% | +100.0% |
| 3Y | +14.2% | +18.6% | -4.4% | -0.6% |
| 5Y | -4.5% | -62.2% | +57.8% | +13.7% |
| 10Y | +463.1% | +32.2% | +430.9% | +282.2% |
| All | +463.1% | +31.1% | +432.0% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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