+368.8%
SNXX vs ADP
+6.1%
+362.6%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.3% | -7.4% | -6.0% |
| 7D | -12.0% | -3.4% | -8.7% | -20.8% |
| 30D | +37.9% | -0.4% | +38.3% | +39.2% |
| 3M | -52.7% | +19.7% | -72.4% | -1.7% |
| 6M | +194.8% | +27.9% | +166.8% | +504.4% |
| All | +368.8% | +6.1% | +362.6% | +619.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling