-100.0%
SQQQ vs AA
+85.3%
-185.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | +2.4% |
| 7D | -4.2% | +1.7% | -5.8% | -3.2% |
| 30D | +2.4% | +3.3% | -0.9% | +4.8% |
| 3M | -5.7% | -29.4% | +23.7% | -20.9% |
| 6M | -46.6% | -12.8% | -33.8% | -47.7% |
| YTD | -42.7% | -2.1% | -40.6% | -38.8% |
| 1Y | -52.6% | +62.8% | -115.4% | -28.7% |
| 3Y | -89.8% | +90.5% | -180.3% | -78.2% |
| 5Y | -94.7% | +19.1% | -113.8% | -88.2% |
| 10Y | -100.0% | +124.8% | -224.7% | -99.7% |
| All | -100.0% | +85.3% | -185.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling