+62.6%
ADM vs SMTC
+110.0%
-47.5%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.0% | -10.1% | -0.4% |
| 7D | -0.1% | +22.9% | -23.0% | -0.7% |
| 30D | +11.0% | +16.6% | -5.6% | +10.3% |
| 3M | +6.0% | +2.4% | +3.6% | +5.5% |
| 6M | +26.9% | +98.3% | -71.3% | +23.3% |
| YTD | +50.0% | +120.7% | -70.7% | +45.2% |
| 1Y | +39.6% | +168.3% | -128.7% | +33.8% |
| 3Y | +18.5% | +571.7% | -553.2% | +2.1% |
| 5Y | +62.6% | +114.0% | -51.4% | +53.6% |
| All | +62.6% | +110.0% | -47.5% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling