-36.0%
SQQQ vs ADP
+20.3%
-56.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.3% | -4.0% |
| 7D | +14.6% | +6.4% | +8.2% | +11.4% |
| 30D | +28.9% | +16.6% | +12.2% | +21.7% |
| 3M | +13.1% | +12.9% | +0.2% | +7.7% |
| 6M | -15.2% | +45.7% | -60.9% | -22.3% |
| YTD | -37.0% | +20.6% | -57.6% | -45.5% |
| 1Y | -36.0% | +20.5% | -56.4% | -43.5% |
| All | -36.0% | +20.3% | -56.3% | -43.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling