+47.8%
ADP vs SN
+397.9%
-350.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | +3.2% | +7.2% | -4.0% | +2.7% |
| 30D | +14.9% | +20.4% | -5.5% | +13.4% |
| 3M | +11.6% | +23.9% | -12.3% | +9.8% |
| 6M | +48.5% | +93.0% | -44.6% | +41.6% |
| YTD | +20.6% | +99.2% | -78.7% | +14.5% |
| 1Y | +23.7% | +142.6% | -118.9% | +15.4% |
| 3Y | +47.8% | +398.8% | -351.0% | +34.7% |
| All | +47.8% | +397.9% | -350.1% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling