+2,254.4%
MSFT vs SQQQ
-100.0%
+2,354.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.2% |
| 7D | -1.0% | -2.7% | +1.7% | -1.9% |
| 30D | -2.7% | +2.4% | -5.1% | -1.7% |
| 3M | +22.1% | -8.0% | +30.1% | +20.9% |
| 6M | +20.6% | -43.9% | +64.5% | +2.9% |
| YTD | +2.3% | -42.2% | +44.5% | -11.0% |
| 1Y | -0.5% | -51.8% | +51.2% | -17.5% |
| 3Y | +50.5% | -89.7% | +140.3% | -13.4% |
| 5Y | +72.3% | -94.7% | +167.0% | +4.7% |
| 10Y | +885.0% | -100.0% | +985.0% | +78.8% |
| All | +2,254.4% | -100.0% | +2,354.4% | +65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling