-94.8%
SQQQ vs AA
+1.1%
-95.9%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 3M | -3.3% | -29.9% | +26.6% | -18.2% |
| 6M | -43.6% | -27.0% | -16.6% | -49.6% |
| YTD | -41.9% | -8.7% | -33.2% | -40.1% |
| 1Y | -50.6% | +50.6% | -101.3% | -30.4% |
| 3Y | -89.3% | +74.1% | -163.4% | -79.0% |
| All | -94.8% | +1.1% | -95.9% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling