+7.5%
SMR vs ADP
+44.1%
-36.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.1% |
| 7D | +13.1% | -5.7% | +18.7% | +14.2% |
| 30D | +17.8% | -3.1% | +20.8% | +18.3% |
| 3M | +8.1% | +15.6% | -7.5% | +3.0% |
| 6M | -11.1% | +20.8% | -31.9% | -16.9% |
| YTD | -23.7% | +4.7% | -28.5% | -24.5% |
| 1Y | -69.4% | -8.3% | -61.1% | -68.0% |
| 3Y | +82.6% | +13.6% | +69.0% | +77.3% |
| All | +7.5% | +44.1% | -36.7% | -2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling