+556.6%
SNPS vs ADP
+269.5%
+287.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +1.7% |
| 7D | -5.5% | -5.5% | 0.0% | -2.2% |
| 30D | -5.8% | -1.2% | -4.5% | -5.1% |
| 3M | -17.2% | +17.9% | -35.1% | -26.1% |
| 6M | -10.4% | +20.3% | -30.7% | -21.7% |
| YTD | -16.5% | +5.8% | -22.4% | -20.8% |
| 1Y | -35.6% | -7.7% | -27.9% | -33.0% |
| 3Y | -14.6% | +14.7% | -29.3% | -23.5% |
| 5Y | +16.5% | +45.8% | -29.3% | -10.4% |
| 10Y | +556.6% | +270.5% | +286.1% | +216.0% |
| All | +556.6% | +269.5% | +287.1% | +216.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling