+32.5%
ADP vs SN
+659.6%
-627.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.4% |
| 7D | +3.2% | +7.2% | -4.0% | +2.8% |
| 30D | +14.9% | +20.4% | -5.5% | +13.5% |
| 3M | +11.6% | +23.9% | -12.3% | +10.0% |
| 6M | +48.5% | +93.0% | -44.6% | +42.2% |
| YTD | +20.6% | +99.2% | -78.7% | +15.1% |
| 1Y | +23.7% | +142.6% | -118.9% | +16.3% |
| 3Y | +47.8% | +398.8% | -351.0% | +33.6% |
| All | +32.5% | +659.6% | -627.1% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling