+10,816.5%
ADP vs SMTC
+62,999.7%
-52,183.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +9.2% | -11.3% | -2.9% |
| 7D | -3.4% | +12.7% | -16.2% | -4.5% |
| 30D | +2.8% | +22.0% | -19.2% | +0.6% |
| 3M | +20.9% | -12.7% | +33.6% | +20.6% |
| 6M | +29.9% | +64.8% | -34.9% | +21.3% |
| YTD | +9.6% | +100.7% | -91.0% | +0.4% |
| 1Y | -5.3% | +146.9% | -152.2% | -15.3% |
| 3Y | +16.5% | +456.8% | -440.3% | -8.7% |
| 5Y | +49.4% | +89.2% | -39.8% | +27.4% |
| 10Y | +282.2% | +426.9% | -144.7% | +192.9% |
| All | +10,816.5% | +62,999.7% | -52,183.2% | +6,853.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling