+1,054.2%
SMH vs ADP
+1,115.3%
-61.1%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.5% |
| 7D | -6.7% | +3.2% | -9.9% | -8.7% |
| 30D | -19.8% | +12.8% | -32.6% | -26.4% |
| 3M | -15.1% | +12.3% | -27.4% | -22.4% |
| 6M | -14.6% | +45.4% | -60.0% | -36.1% |
| YTD | +34.3% | +21.4% | +12.9% | +11.3% |
| 1Y | +35.2% | +23.7% | +11.5% | +10.3% |
| 3Y | +211.7% | +43.6% | +168.1% | +125.1% |
| 5Y | +240.5% | +48.7% | +191.8% | +138.9% |
| 10Y | +1,487.3% | +316.1% | +1,171.3% | +427.9% |
| All | +1,054.2% | +1,115.3% | -61.1% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling