+34.8%
SMCI vs ADP
+14.5%
+20.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.8% | -4.8% | -3.7% |
| 7D | -1.3% | -5.7% | +4.4% | -3.1% |
| 30D | +18.3% | -1.4% | +19.7% | +17.9% |
| 3M | +27.7% | +16.6% | +11.2% | +33.9% |
| 6M | +17.6% | +24.9% | -7.4% | +25.0% |
| YTD | +27.7% | +5.6% | +22.1% | +33.7% |
| 1Y | -14.9% | -6.0% | -8.8% | -11.9% |
| All | +34.8% | +14.5% | +20.3% | +49.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling