+339.4%
SMH vs ADP
+47.6%
+291.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.5% | +4.7% | +2.4% |
| 7D | +5.2% | -5.5% | +10.7% | +7.3% |
| 30D | -1.5% | -1.2% | -0.3% | -1.3% |
| 3M | -4.1% | +17.9% | -21.9% | -12.1% |
| 6M | +50.8% | +20.3% | +30.4% | +35.6% |
| YTD | +59.3% | +5.8% | +53.5% | +54.5% |
| 1Y | +94.1% | -7.7% | +101.8% | +105.1% |
| 3Y | +286.7% | +14.7% | +272.0% | +243.0% |
| 5Y | +339.4% | +45.8% | +293.6% | +214.8% |
| All | +339.4% | +47.6% | +291.9% | +214.8% |
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