+122.2%
GLD vs SQQQ
-89.1%
+211.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -1.5% |
| 7D | -3.4% | +4.1% | -7.4% | -3.1% |
| 30D | -1.1% | +4.6% | -5.8% | -0.8% |
| 3M | +5.8% | -10.4% | +16.2% | +5.6% |
| 6M | -17.1% | -42.1% | +25.1% | -18.4% |
| YTD | 0.0% | -40.3% | +40.4% | -1.5% |
| 1Y | +18.2% | -50.2% | +68.4% | +16.0% |
| All | +122.2% | -89.1% | +211.3% | +116.8% |
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