-100.0%
SQQQ vs ADP
+286.3%
-386.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -1.1% |
| 7D | +1.8% | -2.8% | +4.6% | -2.3% |
| 30D | +4.2% | +0.2% | +3.9% | +4.5% |
| 3M | -3.3% | +20.5% | -23.8% | +22.8% |
| 6M | -43.6% | +28.8% | -72.4% | -22.6% |
| YTD | -41.9% | +6.6% | -48.5% | -41.5% |
| 1Y | -50.6% | -6.9% | -43.7% | -60.9% |
| 3Y | -89.3% | +16.1% | -105.4% | -85.9% |
| 5Y | -94.8% | +49.3% | -144.1% | -84.9% |
| All | -100.0% | +286.3% | -386.2% | -99.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling