-100.0%
SQQQ vs ADI
+1,859.9%
-1,959.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +1.6% |
| 7D | -2.7% | +2.6% | -5.3% | +1.1% |
| 30D | +2.4% | -4.6% | +7.0% | -4.1% |
| 3M | -8.0% | -9.5% | +1.5% | -14.6% |
| 6M | -43.9% | +14.8% | -58.8% | -23.0% |
| YTD | -42.2% | +35.8% | -78.0% | +3.1% |
| 1Y | -51.8% | +48.9% | -100.7% | +2.0% |
| 3Y | -89.7% | +115.6% | -205.3% | -43.1% |
| 5Y | -94.7% | +135.1% | -229.8% | -42.7% |
| 10Y | -100.0% | +636.4% | -736.4% | -95.1% |
| All | -100.0% | +1,859.9% | -1,959.9% | -99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling