-95.7%
SNDQ vs ADP
+39.8%
-135.5%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | -2.1% | -21.7% | -15.0% |
| 7D | -30.8% | -3.4% | -27.4% | -18.4% |
| 30D | -51.7% | +2.8% | -54.5% | -57.1% |
| 3M | -78.0% | +20.9% | -99.0% | -85.2% |
| All | -95.7% | +39.8% | -135.5% | -97.5% |
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 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 · Available span rolling