-27.8%
STM vs JD
-2.2%
-25.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +4.4% |
| 7D | -10.7% | +13.4% | -24.1% | -11.4% |
| 30D | -25.7% | +7.7% | -33.4% | -26.0% |
| 3M | -21.6% | -11.3% | -10.3% | -18.9% |
| 6M | -27.8% | -5.1% | -22.7% | -22.9% |
| All | -27.8% | -2.2% | -25.6% | -22.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling