-100.0%
SQQQ vs AG
+547.9%
-647.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.4% | +0.1% |
| 7D | -4.2% | +4.5% | -8.6% | -3.1% |
| 30D | +2.4% | +12.9% | -10.4% | +5.7% |
| 3M | -5.7% | +20.9% | -26.6% | +0.7% |
| 6M | -46.6% | -19.5% | -27.1% | -46.4% |
| YTD | -42.7% | +24.8% | -67.5% | -35.5% |
| 1Y | -52.6% | +120.2% | -172.8% | -38.2% |
| 3Y | -89.8% | +279.0% | -368.8% | -83.4% |
| 5Y | -94.7% | +67.9% | -162.6% | -91.8% |
| 10Y | -100.0% | +57.5% | -157.5% | -99.9% |
| All | -100.0% | +547.9% | -647.9% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling