-89.3%
SQQQ vs ADP
+15.6%
-104.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.1% |
| 7D | +1.8% | -2.8% | +4.6% | +0.5% |
| 30D | +4.2% | +0.2% | +3.9% | +4.4% |
| 3M | -3.3% | +20.5% | -23.8% | +6.9% |
| 6M | -43.6% | +28.8% | -72.4% | -34.9% |
| YTD | -41.9% | +6.6% | -48.5% | -45.3% |
| 1Y | -50.6% | -6.9% | -43.7% | -61.1% |
| 3Y | -89.3% | +16.1% | -105.4% | -89.2% |
| All | -89.3% | +15.6% | -104.9% | -89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling