+1,265.9%
ADP vs SNY
+242.6%
+1,023.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -5.7% | -3.6% | -2.0% | -4.5% |
| 30D | -3.1% | -1.4% | -1.6% | -2.6% |
| 3M | +15.6% | -4.2% | +19.8% | +17.2% |
| 6M | +20.8% | +2.0% | +18.8% | +19.6% |
| YTD | +4.7% | -6.7% | +11.4% | +6.6% |
| 1Y | -8.3% | -4.7% | -3.6% | -7.6% |
| 3Y | +13.6% | -8.1% | +21.7% | +12.5% |
| 5Y | +45.0% | +8.2% | +36.8% | +33.1% |
| 10Y | +279.0% | +64.8% | +214.2% | +194.6% |
| All | +1,265.9% | +242.6% | +1,023.3% | +651.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 all: compounded portfolio wealth divided by compounded SNY 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…
all analysis · Full analysis span regression · 6 months rolling