+31.9%
ADP vs SN
+681.9%
-650.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.4% | -0.6% |
| 7D | +1.1% | +7.6% | -6.5% | +0.6% |
| 30D | +11.5% | +24.1% | -12.6% | +10.0% |
| 3M | +12.0% | +23.7% | -11.7% | +10.4% |
| 6M | +43.8% | +105.5% | -61.7% | +37.3% |
| YTD | +20.1% | +105.1% | -85.0% | +14.3% |
| 1Y | +22.3% | +148.3% | -126.0% | +14.8% |
| 3Y | +43.3% | +438.7% | -395.4% | +29.1% |
| All | +31.9% | +681.9% | -650.0% | +18.7% |
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