+11.1%
SMR vs ADP
+45.6%
-34.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -3.5% | +18.7% | +15.9% |
| 7D | +21.4% | -5.5% | +26.9% | +22.5% |
| 30D | +13.8% | -1.2% | +15.1% | +13.9% |
| 3M | +3.9% | +17.9% | -14.0% | -1.5% |
| 6M | -4.2% | +20.3% | -24.5% | -10.1% |
| YTD | -21.1% | +5.8% | -26.9% | -22.1% |
| 1Y | -67.1% | -7.7% | -59.4% | -65.6% |
| 3Y | +88.9% | +14.7% | +74.1% | +83.0% |
| All | +11.1% | +45.6% | -34.5% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling