-94.7%
SQQQ vs ACGL
+152.7%
-247.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +1.1% |
| 7D | -2.7% | -2.1% | -0.6% | -3.7% |
| 30D | +2.4% | -2.2% | +4.6% | +1.2% |
| 3M | -8.0% | +6.3% | -14.3% | -5.2% |
| 6M | -43.9% | +0.5% | -44.5% | -44.5% |
| YTD | -42.2% | +0.2% | -42.4% | -43.1% |
| 1Y | -51.8% | +7.3% | -59.1% | -50.3% |
| 3Y | -89.7% | +30.8% | -120.6% | -86.2% |
| 5Y | -94.7% | +155.8% | -250.5% | -80.3% |
| All | -94.7% | +152.7% | -247.4% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling