+106.0%
ADM vs SMTC
+334.8%
-228.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.8% | -0.5% |
| 7D | -1.8% | -10.9% | +9.1% | -1.2% |
| 30D | -13.3% | -39.4% | +26.2% | -9.9% |
| 3M | -13.4% | -13.5% | +0.2% | -13.6% |
| 6M | -9.6% | -6.8% | -2.8% | -11.7% |
| YTD | +23.0% | +54.0% | -31.0% | +12.9% |
| 1Y | +27.4% | +50.8% | -23.4% | +16.8% |
| 3Y | +5.7% | +677.3% | -671.7% | -32.5% |
| 5Y | +22.1% | +28.7% | -6.7% | +8.3% |
| 10Y | +106.0% | +339.9% | -233.9% | +46.2% |
| All | +106.0% | +334.8% | -228.9% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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