-100.0%
SQQQ vs ACWI
+230.9%
-330.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.8% | +4.1% | +0.2% |
| 7D | +4.1% | -1.9% | +6.0% | -2.9% |
| 30D | +4.6% | -1.3% | +5.9% | +0.4% |
| 3M | -10.4% | +5.0% | -15.4% | +12.5% |
| 6M | -42.1% | +11.7% | -53.8% | -3.9% |
| YTD | -40.3% | +13.0% | -53.3% | +5.2% |
| 1Y | -50.2% | +19.2% | -69.4% | +10.5% |
| 3Y | -89.4% | +75.0% | -164.4% | +37.4% |
| 5Y | -94.7% | +67.1% | -161.7% | +12.8% |
| All | -100.0% | +230.9% | -330.8% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACWI 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling