-76.2%
SQQQ vs ADVB
-88.8%
+12.6%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.3% |
| 7D | -4.2% | -14.0% | +9.8% | -4.3% |
| 30D | +2.4% | +41.0% | -38.5% | +2.9% |
| 3M | -5.7% | +127.9% | -133.6% | -1.1% |
| 6M | -46.6% | +101.3% | -147.9% | -43.0% |
| YTD | -42.7% | +53.8% | -96.5% | -40.0% |
| 1Y | -52.6% | +4.4% | -57.0% | -51.0% |
| All | -76.2% | -88.8% | +12.6% | -84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling