+432.9%
SNXX vs ADP
+9.8%
+423.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +16.9% |
| 7D | +34.9% | -3.4% | +38.3% | +22.4% |
| 30D | +52.5% | +2.8% | +49.8% | +70.4% |
| 3M | -41.3% | +20.9% | -62.3% | +32.5% |
| 6M | +293.8% | +29.9% | +263.9% | +766.0% |
| All | +432.9% | +9.8% | +423.1% | +808.2% |
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