-48.1%
SMR vs ADP
+67.0%
-115.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -4.2% |
| 7D | -2.8% | +3.2% | -6.0% | -3.2% |
| 30D | -27.5% | +12.8% | -40.3% | -28.9% |
| 3M | -43.1% | +12.3% | -55.5% | -44.3% |
| 6M | -58.4% | +45.4% | -103.8% | -62.5% |
| YTD | -63.2% | +21.4% | -84.6% | -64.4% |
| 1Y | -81.6% | +23.7% | -105.4% | -82.5% |
| 3Y | +149.8% | +43.6% | +106.1% | +128.3% |
| All | -48.1% | +67.0% | -115.1% | -54.0% |
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