-100.0%
SQQQ vs APD
+663.4%
-763.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.6% | +3.9% |
| 7D | -11.0% | +3.8% | -14.8% | -6.1% |
| 30D | +17.9% | +8.2% | +9.7% | +31.4% |
| 3M | +19.5% | +4.3% | +15.2% | +26.3% |
| 6M | +4.2% | +4.7% | -0.5% | +10.2% |
| YTD | -35.6% | +31.5% | -67.2% | -7.4% |
| 1Y | -37.7% | +23.5% | -61.2% | -18.2% |
| 3Y | -88.0% | +29.1% | -117.2% | -81.3% |
| 5Y | -93.1% | +15.9% | -109.0% | -88.1% |
| 10Y | -100.0% | +191.9% | -291.9% | -99.4% |
| All | -100.0% | +663.4% | -763.4% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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