-53.5%
SQQQ vs ADI
+50.9%
-104.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | +1.3% |
| 7D | -0.9% | +0.4% | -1.4% | -0.4% |
| 30D | -0.3% | -3.8% | +3.5% | -3.8% |
| 3M | +2.7% | -15.3% | +18.0% | -6.5% |
| 6M | -43.8% | +6.7% | -50.5% | -33.3% |
| YTD | -42.9% | +34.8% | -77.7% | -14.1% |
| 1Y | -53.5% | +49.0% | -102.6% | -16.3% |
| All | -53.5% | +50.9% | -104.5% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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