+17.1%
SNPS vs ADP
+49.8%
-32.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.1% |
| 7D | -11.0% | -3.4% | -7.6% | -9.0% |
| 30D | -1.7% | +2.8% | -4.5% | -3.5% |
| 3M | -20.4% | +20.9% | -41.3% | -30.3% |
| 6M | -8.6% | +29.9% | -38.5% | -24.6% |
| YTD | -16.2% | +9.6% | -25.8% | -21.6% |
| 1Y | -34.6% | -5.3% | -29.3% | -31.5% |
| 3Y | -14.5% | +16.5% | -30.9% | -23.7% |
| All | +17.1% | +49.8% | -32.7% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling