+73.9%
MSFT vs SQQQ
-94.7%
+168.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | -0.1% |
| 7D | -0.8% | +1.8% | -2.6% | -0.3% |
| 30D | +0.8% | +4.2% | -3.3% | +2.3% |
| 3M | +27.2% | -3.3% | +30.5% | +27.8% |
| 6M | +22.9% | -43.6% | +66.6% | +6.4% |
| YTD | +3.1% | -41.9% | +45.0% | -9.1% |
| 1Y | -0.3% | -50.6% | +50.4% | -15.4% |
| 3Y | +50.1% | -89.3% | +139.4% | -9.4% |
| All | +73.9% | -94.7% | +168.6% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling