-100.0%
SQQQ vs A
+694.7%
-794.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | -3.2% |
| 7D | -4.2% | -2.1% | -2.1% | -6.8% |
| 30D | +2.4% | +0.6% | +1.8% | +3.5% |
| 3M | -5.7% | +10.9% | -16.6% | +8.5% |
| 6M | -46.6% | +28.2% | -74.7% | -24.3% |
| YTD | -42.7% | +8.6% | -51.3% | -34.5% |
| 1Y | -52.6% | +15.5% | -68.1% | -40.3% |
| 3Y | -89.8% | +31.8% | -121.6% | -81.0% |
| 5Y | -94.7% | -14.9% | -79.8% | -92.2% |
| 10Y | -100.0% | +237.8% | -337.8% | -99.3% |
| All | -100.0% | +694.7% | -794.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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