-100.0%
SQQQ vs ACGL
+324.4%
-424.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +4.0% |
| 7D | -11.0% | +2.2% | -13.2% | -9.3% |
| 30D | +17.9% | +12.3% | +5.6% | +29.3% |
| 3M | +19.5% | +11.8% | +7.7% | +30.0% |
| 6M | +4.2% | +17.5% | -13.3% | +15.9% |
| YTD | -35.6% | +14.3% | -49.9% | -30.7% |
| 1Y | -37.7% | +18.2% | -55.8% | -30.8% |
| 3Y | -88.0% | +33.2% | -121.2% | -84.1% |
| 5Y | -93.1% | +174.3% | -267.5% | -76.3% |
| All | -100.0% | +324.4% | -424.3% | -99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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