+336.8%
AVGO vs SQQQ
-89.4%
+426.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | -1.2% |
| 7D | +1.1% | +1.8% | -0.7% | +2.3% |
| 30D | -13.0% | +4.2% | -17.1% | -10.5% |
| 3M | -6.0% | -3.3% | -2.7% | -3.9% |
| 6M | +6.4% | -43.6% | +50.0% | -17.2% |
| YTD | +5.0% | -41.9% | +46.9% | -15.2% |
| 1Y | +1.4% | -50.6% | +52.0% | -22.8% |
| 3Y | +336.8% | -89.3% | +426.1% | +109.7% |
| All | +336.8% | -89.4% | +426.2% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SQQQ.
Daily Out/Under-Performance
Portfolio return minus SQQQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SQQQ 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 SQQQ 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