+11.2%
SNPS vs ADP
+20.3%
-9.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.2% |
| 7D | -3.9% | +6.4% | -10.3% | -4.6% |
| 30D | -5.2% | +16.6% | -21.9% | -8.2% |
| 3M | +14.6% | +12.9% | +1.7% | +11.8% |
| 6M | -6.9% | +45.7% | -52.6% | -16.6% |
| YTD | -1.4% | +20.6% | -22.1% | -2.3% |
| 1Y | +11.2% | +20.5% | -9.3% | +9.3% |
| All | +11.2% | +20.3% | -9.1% | +9.3% |
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