+50.1%
MSFT vs SQQQ
-89.4%
+139.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | 0.0% |
| 7D | -0.8% | +1.8% | -2.6% | -0.4% |
| 30D | +0.8% | +4.2% | -3.3% | +2.0% |
| 3M | +27.2% | -3.3% | +30.5% | +27.6% |
| 6M | +22.9% | -43.6% | +66.6% | +8.4% |
| YTD | +3.1% | -41.9% | +45.0% | -7.6% |
| 1Y | -0.3% | -50.6% | +50.4% | -13.5% |
| 3Y | +50.1% | -89.3% | +139.4% | -1.4% |
| All | +50.1% | -89.4% | +139.5% | -1.4% |
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