+33.4%
ADP vs SN
+671.7%
-638.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +3.2% | +7.6% | -4.4% | +2.7% |
| 30D | +12.8% | +22.4% | -9.7% | +11.3% |
| 3M | +12.3% | +21.7% | -9.3% | +10.8% |
| 6M | +45.4% | +102.8% | -57.4% | +38.9% |
| YTD | +21.4% | +102.4% | -81.0% | +15.7% |
| 1Y | +23.7% | +139.0% | -115.3% | +16.4% |
| 3Y | +43.6% | +440.4% | -396.8% | +29.5% |
| All | +33.4% | +671.7% | -638.3% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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