+1,770.3%
SMCI vs ADP
+283.8%
+1,486.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.3% | +6.9% | +7.2% |
| 7D | +1.3% | -3.4% | +4.7% | +2.5% |
| 30D | +6.6% | -0.4% | +7.0% | +6.6% |
| 3M | +25.4% | +19.7% | +5.7% | +14.9% |
| 6M | +26.1% | +27.9% | -1.8% | +11.1% |
| YTD | +37.0% | +5.9% | +31.1% | +31.3% |
| 1Y | -8.8% | -7.5% | -1.3% | -7.2% |
| 3Y | +44.6% | +15.4% | +29.2% | +26.6% |
| 5Y | +995.9% | +48.4% | +947.5% | +725.4% |
| All | +1,770.3% | +283.8% | +1,486.5% | +794.2% |
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