+5,491.2%
SNPS vs ADP
+6,474.1%
-982.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.5% |
| 7D | -10.2% | +7.4% | -17.5% | -13.5% |
| 30D | -12.8% | +17.1% | -29.9% | -20.2% |
| 3M | +9.9% | +14.4% | -4.6% | +1.5% |
| 6M | -12.4% | +47.9% | -60.3% | -30.0% |
| YTD | -6.3% | +22.1% | -28.3% | -17.4% |
| 1Y | +7.6% | +21.8% | -14.1% | -5.2% |
| 3Y | -9.8% | +50.5% | -60.2% | -28.7% |
| 5Y | +29.2% | +49.6% | -20.3% | +2.4% |
| 10Y | +663.8% | +329.3% | +334.5% | +253.8% |
| All | +5,491.2% | +6,474.1% | -982.9% | +502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling