+270.5%
ADP vs SMTC
+493.3%
-222.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +10.0% | -13.4% | -4.6% |
| 7D | -5.5% | +22.9% | -28.4% | -7.8% |
| 30D | -1.2% | +16.6% | -17.9% | -3.6% |
| 3M | +17.9% | +2.4% | +15.4% | +15.3% |
| 6M | +20.3% | +98.3% | -77.9% | +5.4% |
| YTD | +5.8% | +120.7% | -114.9% | -9.3% |
| 1Y | -7.7% | +168.3% | -176.0% | -24.0% |
| 3Y | +14.7% | +571.7% | -557.0% | -31.0% |
| 5Y | +45.8% | +114.0% | -68.2% | +13.5% |
| 10Y | +270.5% | +497.0% | -226.5% | +104.7% |
| All | +270.5% | +493.3% | -222.8% | +104.7% |
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