+448.0%
SNXX vs ADP
+4.9%
+443.0%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | -0.3% |
| 7D | +27.3% | -5.7% | +33.0% | +7.3% |
| 30D | +89.3% | -3.1% | +92.4% | +75.6% |
| 3M | -29.6% | +15.6% | -45.2% | +37.8% |
| 6M | +324.4% | +20.8% | +303.6% | +660.9% |
| All | +448.0% | +4.9% | +443.0% | +710.0% |
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