+126.6%
ADM vs SMTC
+333.2%
-206.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +3.1% |
| 7D | +4.2% | +11.0% | -6.8% | +3.1% |
| 30D | -12.8% | -28.5% | +15.7% | -10.8% |
| 3M | -8.5% | -14.2% | +5.7% | -8.6% |
| 6M | -10.9% | -18.0% | +7.1% | -11.8% |
| YTD | +29.4% | +55.5% | -26.1% | +18.5% |
| 1Y | +27.5% | +69.5% | -42.0% | +15.4% |
| 3Y | +10.3% | +699.7% | -689.3% | -30.0% |
| 5Y | +27.4% | +27.4% | 0.0% | +13.4% |
| All | +126.6% | +333.2% | -206.6% | +51.8% |
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