+11,987.3%
ADP vs SMTC
+48,322.4%
-36,335.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.7% | +1.3% |
| 7D | +3.2% | -10.9% | +14.1% | +3.7% |
| 30D | +12.8% | -39.4% | +52.2% | +16.5% |
| 3M | +12.3% | -13.5% | +25.9% | +11.8% |
| 6M | +45.4% | -6.8% | +52.2% | +41.6% |
| YTD | +21.4% | +54.0% | -32.6% | +12.2% |
| 1Y | +23.7% | +50.8% | -27.1% | +14.3% |
| 3Y | +43.6% | +677.3% | -633.7% | +7.9% |
| 5Y | +48.7% | +28.7% | +20.0% | +29.5% |
| 10Y | +316.1% | +339.9% | -23.8% | +219.8% |
| All | +11,987.3% | +48,322.4% | -36,335.1% | +7,671.1% |
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