+368.8%
SNXX vs ADP
+6.8%
+362.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +1.0% | -8.1% | -4.0% |
| 7D | -12.0% | -2.8% | -9.3% | -19.2% |
| 30D | +37.9% | +0.2% | +37.7% | +42.1% |
| 3M | -52.7% | +20.5% | -73.2% | +0.3% |
| 6M | +194.8% | +28.8% | +166.0% | +517.1% |
| All | +368.8% | +6.8% | +362.0% | +634.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling