-36.0%
SQQQ vs ADVB
-76.7%
+40.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.8% | -2.8% |
| 7D | +14.6% | -29.5% | +44.1% | +14.9% |
| 30D | +28.9% | -66.9% | +95.7% | +30.8% |
| 3M | +13.1% | -73.7% | +86.8% | +15.3% |
| 6M | -15.2% | -64.8% | +49.5% | -13.1% |
| YTD | -37.0% | -64.0% | +27.1% | -35.4% |
| 1Y | -36.0% | -77.0% | +41.0% | -40.3% |
| All | -36.0% | -76.7% | +40.7% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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