+945.5%
SMCI vs ADP
+322.2%
+623.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -6.6% | +2.2% | -8.7% | -7.2% |
| 30D | -24.9% | +10.6% | -35.5% | -27.8% |
| 3M | -31.4% | +12.9% | -44.3% | -34.8% |
| 6M | -16.0% | +50.6% | -66.7% | -30.2% |
| YTD | -8.2% | +23.2% | -31.4% | -17.1% |
| 1Y | -23.4% | +25.3% | -48.7% | -31.5% |
| 3Y | +5.0% | +47.1% | -42.1% | -17.5% |
| 5Y | +515.0% | +50.1% | +465.0% | +371.5% |
| All | +945.5% | +322.2% | +623.4% | +403.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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