-51.8%
SQQQ vs ADVB
-3.0%
-48.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.2% | +1.0% |
| 7D | -2.7% | -13.0% | +10.3% | -2.3% |
| 30D | +2.4% | +7.5% | -5.0% | +2.1% |
| 3M | -8.0% | +129.1% | -137.1% | -10.3% |
| 6M | -43.9% | +71.7% | -115.7% | -44.6% |
| YTD | -42.2% | +45.5% | -87.8% | -42.9% |
| 1Y | -51.8% | -2.7% | -49.0% | -51.4% |
| All | -51.8% | -3.0% | -48.8% | -51.4% |
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