+281.8%
ADP vs SM
+5.6%
+276.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | +2.8% | +26.3% | -23.5% | +0.8% |
| 3M | +20.9% | +8.7% | +12.3% | +19.8% |
| 6M | +29.9% | +51.7% | -21.8% | +25.0% |
| YTD | +9.6% | +99.0% | -89.4% | +3.2% |
| 1Y | -5.3% | +34.6% | -39.9% | -8.3% |
| 3Y | +16.5% | -7.8% | +24.2% | +14.2% |
| 5Y | +49.4% | +104.8% | -55.4% | +35.2% |
| All | +281.8% | +5.6% | +276.2% | +185.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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