-36.0%
SQQQ vs ALAB
+23.1%
-59.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -4.5% |
| 7D | +14.6% | -24.9% | +39.4% | +3.5% |
| 30D | +28.9% | -38.4% | +67.2% | +10.1% |
| 3M | +13.1% | -38.3% | +51.4% | -0.6% |
| 6M | -15.2% | +10.9% | -26.2% | -5.1% |
| YTD | -37.0% | +34.2% | -71.2% | -19.5% |
| 1Y | -36.0% | +24.5% | -60.5% | -18.2% |
| All | -36.0% | +23.1% | -59.1% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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