+4,601.6%
SNDK vs ADP
-9.3%
+4,610.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -3.5% |
| 7D | +8.8% | -5.7% | +14.6% | +4.4% |
| 30D | +33.2% | -1.4% | +34.6% | +32.3% |
| 3M | +3.0% | +16.6% | -13.6% | +15.0% |
| 6M | +173.5% | +24.9% | +148.5% | +203.6% |
| YTD | +613.0% | +5.6% | +607.4% | +741.3% |
| 1Y | +2,189.8% | -6.0% | +2,195.8% | +2,836.9% |
| All | +4,601.6% | -9.3% | +4,610.9% | +6,746.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling