+1,253.2%
SMH vs ADP
+997.6%
+255.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.9% |
| 7D | +2.5% | -3.4% | +5.9% | +4.7% |
| 30D | -0.5% | +2.8% | -3.3% | -2.5% |
| 3M | -9.6% | +20.9% | -30.6% | -22.2% |
| 6M | +42.1% | +29.9% | +12.2% | +14.5% |
| YTD | +57.4% | +9.6% | +47.8% | +41.2% |
| 1Y | +96.2% | -5.3% | +101.5% | +92.7% |
| 3Y | +267.9% | +16.5% | +251.5% | +208.4% |
| 5Y | +327.7% | +49.4% | +278.3% | +201.6% |
| 10Y | +1,764.6% | +282.2% | +1,482.4% | +562.6% |
| All | +1,253.2% | +997.6% | +255.6% | +114.5% |
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