+1,061.7%
SMH vs ADP
+1,133.2%
-71.5%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.6% | -3.4% |
| 7D | +4.9% | +2.2% | +2.7% | +3.5% |
| 30D | -13.8% | +10.6% | -24.4% | -19.8% |
| 3M | -17.4% | +12.9% | -30.3% | -24.8% |
| 6M | -15.0% | +50.6% | -65.6% | -37.7% |
| YTD | +35.2% | +23.2% | +12.0% | +11.0% |
| 1Y | +41.6% | +25.3% | +16.3% | +14.7% |
| 3Y | +215.6% | +47.1% | +168.5% | +124.4% |
| 5Y | +233.2% | +50.1% | +183.2% | +132.6% |
| 10Y | +1,458.7% | +323.6% | +1,135.0% | +412.5% |
| All | +1,061.7% | +1,133.2% | -71.5% | +68.6% |
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