+4,437.1%
SNDK vs ADP
-8.4%
+4,445.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.5% | -2.8% |
| 7D | -6.1% | -2.8% | -3.4% | -8.0% |
| 30D | +21.5% | +0.2% | +21.3% | +22.2% |
| 3M | -13.2% | +20.5% | -33.7% | -2.2% |
| 6M | +149.2% | +28.8% | +120.4% | +178.2% |
| YTD | +588.1% | +6.6% | +581.4% | +718.1% |
| 1Y | +1,837.5% | -6.9% | +1,844.4% | +2,461.0% |
| All | +4,437.1% | -8.4% | +4,445.5% | +6,557.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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