-35.6%
SNPS vs ADP
-7.1%
-28.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.8% |
| 7D | -5.5% | -5.5% | 0.0% | -3.6% |
| 30D | -5.8% | -1.2% | -4.5% | -5.3% |
| 3M | -17.2% | +17.9% | -35.1% | -22.8% |
| 6M | -10.4% | +20.3% | -30.7% | -16.5% |
| YTD | -16.5% | +5.8% | -22.4% | -12.3% |
| 1Y | -35.6% | -7.7% | -27.9% | +7.5% |
| All | -35.6% | -7.1% | -28.5% | +7.5% |
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 · 6 months rolling