-100.0%
SOXS vs SQQQ
-100.0%
0.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SQQQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.6% | -3.0% | -2.2% |
| 7D | -4.7% | +1.8% | -6.6% | -6.8% |
| 30D | +7.7% | +4.2% | +3.6% | +3.1% |
| 3M | -10.2% | -3.3% | -6.9% | +10.1% |
| 6M | -99.2% | -43.6% | -55.6% | -95.3% |
| YTD | -99.5% | -41.9% | -57.6% | -97.2% |
| 1Y | -99.8% | -50.6% | -49.1% | -98.1% |
| 3Y | -100.0% | -89.3% | -10.7% | -98.6% |
| 5Y | -100.0% | -94.8% | -5.2% | -99.3% |
| 10Y | -100.0% | -100.0% | 0.0% | -99.8% |
| All | -100.0% | -100.0% | 0.0% | -99.7% |
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