+263.2%
ADP vs SNAP
-79.2%
+342.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +3.2% | -10.6% | +13.7% | +4.0% |
| 30D | +12.8% | -19.7% | +32.5% | +14.5% |
| 3M | +12.3% | -6.5% | +18.9% | +12.5% |
| 6M | +45.4% | -17.8% | +63.2% | +46.7% |
| YTD | +21.4% | -38.0% | +59.4% | +24.6% |
| 1Y | +23.7% | -42.5% | +66.2% | +27.6% |
| 3Y | +43.6% | -55.8% | +99.5% | +45.5% |
| 5Y | +48.7% | -90.5% | +139.3% | +61.6% |
| All | +263.2% | -79.2% | +342.4% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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