-16.0%
SMCI vs ADP
+48.6%
-64.6%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | +0.4% |
| 7D | -6.6% | +2.2% | -8.7% | -3.9% |
| 30D | -24.9% | +10.6% | -35.5% | -14.0% |
| 3M | -31.4% | +12.9% | -44.3% | -18.9% |
| 6M | -16.0% | +50.6% | -66.7% | +32.4% |
| All | -16.0% | +48.6% | -64.6% | +32.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling