+313.7%
ADP vs SM
+4.9%
+308.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.3% | -0.2% |
| 7D | +1.1% | -22.3% | +23.4% | +3.0% |
| 30D | +11.5% | -21.4% | +32.9% | +13.4% |
| 3M | +12.0% | +1.4% | +10.7% | +11.5% |
| 6M | +43.8% | +0.1% | +43.7% | +42.8% |
| YTD | +20.1% | +59.0% | -38.9% | +14.5% |
| 1Y | +22.3% | +64.3% | -42.0% | +16.3% |
| 3Y | +43.3% | -13.1% | +56.4% | +40.8% |
| 5Y | +47.3% | -13.9% | +61.2% | +41.9% |
| 10Y | +313.7% | +1.7% | +312.0% | +214.7% |
| All | +313.7% | +4.9% | +308.8% | +214.7% |
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