+313.7%
ADP vs SMTC
+365.8%
-52.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.8% | -13.3% | -1.7% |
| 7D | +1.1% | -4.8% | +5.9% | +1.1% |
| 30D | +11.5% | -37.8% | +49.3% | +15.9% |
| 3M | +12.0% | -16.5% | +28.5% | +11.5% |
| 6M | +43.8% | -4.4% | +48.2% | +37.2% |
| YTD | +20.1% | +58.0% | -38.0% | +5.1% |
| 1Y | +22.3% | +62.0% | -39.7% | +6.2% |
| 3Y | +43.3% | +745.7% | -702.4% | -22.3% |
| 5Y | +47.3% | +29.0% | +18.3% | +23.5% |
| 10Y | +313.7% | +351.4% | -37.7% | +142.2% |
| All | +313.7% | +365.8% | -52.1% | +142.2% |
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