-36.0%
SQQQ vs AEM
+17.3%
-53.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +9.7% | -12.5% | +2.4% |
| 7D | +14.6% | +0.2% | +14.4% | +15.3% |
| 30D | +28.9% | +0.1% | +28.8% | +30.4% |
| 3M | +13.1% | +22.1% | -9.0% | +29.8% |
| 6M | -15.2% | +2.4% | -17.7% | -8.2% |
| YTD | -37.0% | +8.9% | -45.9% | -22.9% |
| 1Y | -36.0% | +18.7% | -54.7% | -10.9% |
| All | -36.0% | +17.3% | -53.2% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling