+30.5%
SNOW vs ADP
+118.4%
-87.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.3% |
| 7D | +8.4% | -5.7% | +14.1% | +13.9% |
| 30D | -1.0% | -3.1% | +2.1% | +1.7% |
| 3M | +38.3% | +15.6% | +22.7% | +20.9% |
| 6M | +81.3% | +20.8% | +60.5% | +53.3% |
| YTD | +51.1% | +4.7% | +46.4% | +44.0% |
| 1Y | +47.0% | -8.3% | +55.3% | +55.0% |
| 3Y | +99.7% | +13.6% | +86.2% | +74.6% |
| 5Y | +3.6% | +45.0% | -41.4% | -23.6% |
| All | +30.5% | +118.4% | -87.8% | -28.6% |
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