+25.1%
ADM vs SMTC
+13.5%
+11.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.7% | -13.5% | -1.0% |
| 7D | -9.0% | -19.0% | +10.0% | -8.6% |
| 30D | -14.0% | -46.7% | +32.8% | -12.7% |
| 3M | -9.2% | -23.4% | +14.3% | -8.9% |
| 6M | -9.2% | -13.4% | +4.3% | -9.6% |
| YTD | +24.2% | +40.1% | -15.8% | +21.4% |
| 1Y | +27.0% | +47.7% | -20.7% | +23.7% |
| 3Y | +6.6% | +606.9% | -600.3% | -11.6% |
| All | +25.1% | +13.5% | +11.6% | +23.4% |
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