+4,901.1%
SNPS vs ADP
+5,804.5%
-903.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.1% | -3.3% | -4.3% |
| 7D | -11.0% | -3.4% | -7.6% | -9.3% |
| 30D | -1.7% | +2.8% | -4.5% | -3.2% |
| 3M | -20.4% | +20.9% | -41.3% | -28.5% |
| 6M | -8.6% | +29.9% | -38.5% | -21.5% |
| YTD | -16.2% | +9.6% | -25.8% | -21.3% |
| 1Y | -34.6% | -5.3% | -29.3% | -33.5% |
| 3Y | -14.5% | +16.5% | -30.9% | -22.4% |
| 5Y | +17.0% | +49.4% | -32.4% | -6.3% |
| 10Y | +560.0% | +282.2% | +277.8% | +227.2% |
| All | +4,901.1% | +5,804.5% | -903.3% | +475.0% |
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 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