+240.5%
SMH vs ADP
+48.5%
+192.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -6.7% | +3.2% | -9.9% | -7.7% |
| 30D | -19.8% | +12.8% | -32.6% | -23.3% |
| 3M | -15.1% | +12.3% | -27.4% | -18.9% |
| 6M | -14.6% | +45.4% | -60.0% | -28.8% |
| YTD | +34.3% | +21.4% | +12.9% | +23.8% |
| 1Y | +35.2% | +23.7% | +11.5% | +22.7% |
| 3Y | +211.7% | +43.6% | +168.1% | +145.3% |
| 5Y | +240.5% | +48.7% | +191.8% | +150.3% |
| All | +240.5% | +48.5% | +192.0% | +150.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling