-91.0%
SNDQ vs ADP
+53.8%
-144.9%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | +2.5% | +12.7% | +5.5% |
| 7D | +66.1% | +6.4% | +59.8% | +35.8% |
| 30D | +122.5% | +16.6% | +105.9% | +32.6% |
| 3M | +11.6% | +12.9% | -1.3% | -27.9% |
| 6M | -82.2% | +45.7% | -127.8% | -92.0% |
| All | -91.0% | +53.8% | -144.9% | -96.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling