+691.2%
SNPS vs ADP
+327.9%
+363.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.9% |
| 7D | +0.2% | +1.1% | -0.9% | -0.6% |
| 30D | -8.4% | +11.5% | -19.9% | -15.0% |
| 3M | +12.3% | +12.0% | +0.2% | +3.6% |
| 6M | -9.6% | +43.8% | -53.4% | -29.7% |
| YTD | -0.6% | +20.1% | -20.6% | -13.5% |
| 1Y | +18.7% | +22.3% | -3.6% | +1.8% |
| 3Y | -7.6% | +43.3% | -50.8% | -28.4% |
| 5Y | +34.1% | +47.3% | -13.3% | +1.3% |
| 10Y | +691.2% | +313.7% | +377.5% | +244.8% |
| All | +691.2% | +327.9% | +363.3% | +244.8% |
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