-89.4%
SQQQ vs ACGL
+30.4%
-119.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.9% |
| 7D | -2.7% | -2.1% | -0.6% | -2.9% |
| 30D | +2.4% | -2.2% | +4.6% | +2.2% |
| 3M | -8.0% | +6.3% | -14.3% | -6.6% |
| 6M | -43.9% | +0.5% | -44.5% | -44.0% |
| YTD | -42.2% | +0.2% | -42.4% | -42.4% |
| 1Y | -51.8% | +7.3% | -59.0% | -50.6% |
| All | -89.4% | +30.4% | -119.7% | -87.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling