-82.6%
SQQQ vs ALAB
+454.1%
-536.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.4% | -4.9% | -1.7% |
| 7D | +1.8% | -6.2% | +8.0% | -0.4% |
| 30D | +4.2% | -8.7% | +12.8% | +1.6% |
| 3M | -3.3% | -20.7% | +17.5% | -3.7% |
| 6M | -43.6% | +133.5% | -177.2% | -13.3% |
| YTD | -41.9% | +75.1% | -116.9% | -16.2% |
| 1Y | -50.6% | +25.0% | -75.7% | -34.0% |
| All | -82.6% | +454.1% | -536.7% | -47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling