-100.0%
SQQQ vs AA
+122.9%
-222.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | +1.8% | -3.4% | +5.2% | +0.1% |
| 30D | +4.2% | -5.8% | +9.9% | +1.5% |
| 3M | -3.3% | -29.9% | +26.6% | -17.8% |
| 6M | -43.6% | -27.0% | -16.6% | -49.4% |
| YTD | -41.9% | -8.7% | -33.2% | -40.3% |
| 1Y | -50.6% | +50.6% | -101.3% | -31.8% |
| 3Y | -89.3% | +74.1% | -163.4% | -79.8% |
| 5Y | -94.8% | +2.6% | -97.4% | -90.1% |
| All | -100.0% | +122.9% | -222.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 10y: compounded portfolio wealth divided by compounded AA 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…
10y analysis · Full analysis span regression · 6 months rolling