+66.7%
SNXX vs ADP
+20.9%
+45.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.5% | -18.3% | -7.8% |
| 7D | -47.8% | +6.4% | -54.2% | -33.8% |
| 30D | -66.0% | +16.6% | -82.6% | -40.8% |
| 3M | -57.5% | +12.9% | -70.4% | -31.8% |
| 6M | -66.7% | +45.7% | -112.4% | +20.9% |
| All | +66.7% | +20.9% | +45.8% | +310.7% |
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 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