-82.8%
SQQQ vs ALAB
+449.6%
-532.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.3% | -2.2% |
| 7D | -4.2% | +3.2% | -7.3% | -2.8% |
| 30D | +2.4% | -13.6% | +16.0% | -2.1% |
| 3M | -5.7% | -16.6% | +10.9% | -3.9% |
| 6M | -46.6% | +142.3% | -188.9% | -16.8% |
| YTD | -42.7% | +73.6% | -116.3% | -17.8% |
| 1Y | -52.6% | +33.7% | -86.3% | -35.0% |
| All | -82.8% | +449.6% | -532.4% | -48.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling