-12.7%
SOXL vs SQQQ
-23.9%
+11.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -38.7% | +19.2% | -57.9% | +0.3% |
| 7D | -60.1% | +31.0% | -91.1% | -16.7% |
| 30D | -75.1% | +55.7% | -130.8% | -19.6% |
| 3M | -69.0% | +31.2% | -100.3% | -22.7% |
| 6M | -71.6% | +5.1% | -76.7% | -18.3% |
| YTD | -2.7% | -24.9% | +22.2% | +99.1% |
| 1Y | -12.7% | -22.1% | +9.4% | +111.5% |
| All | -12.7% | -23.9% | +11.2% | +111.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling