-100.0%
SQQQ vs AG
+68.4%
-168.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -3.3% |
| 7D | +1.8% | -6.7% | +8.5% | 0.0% |
| 30D | +4.2% | +2.2% | +2.0% | +5.2% |
| 3M | -3.3% | +15.7% | -19.0% | +2.6% |
| 6M | -43.6% | -23.8% | -19.9% | -44.2% |
| YTD | -41.9% | +17.6% | -59.5% | -34.5% |
| 1Y | -50.6% | +88.6% | -139.3% | -36.0% |
| 3Y | -89.3% | +253.4% | -342.7% | -81.7% |
| 5Y | -94.8% | +62.4% | -157.2% | -91.6% |
| All | -100.0% | +68.4% | -168.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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