-74.2%
SQQQ vs ADVB
-95.9%
+21.7%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +42.7% | -41.7% | +2.0% |
| 7D | -17.4% | +74.2% | -91.6% | -16.1% |
| 30D | +20.4% | -35.9% | +56.3% | +20.8% |
| 3M | +11.2% | -56.4% | +67.7% | +11.4% |
| 6M | -2.6% | -36.7% | +34.1% | +0.9% |
| YTD | -37.9% | -43.3% | +5.4% | -35.1% |
| 1Y | -36.2% | -63.4% | +27.2% | -35.6% |
| All | -74.2% | -95.9% | +21.7% | -82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling