-100.0%
SQQQ vs ALB
+78.3%
-178.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.9% | -4.8% |
| 7D | +1.8% | -6.6% | +8.4% | -2.5% |
| 30D | +4.2% | -8.1% | +12.3% | -1.1% |
| 3M | -3.3% | -25.7% | +22.4% | -18.8% |
| 6M | -43.6% | -29.5% | -14.2% | -52.6% |
| YTD | -41.9% | -16.2% | -25.7% | -43.7% |
| 1Y | -50.6% | +59.2% | -109.9% | -23.5% |
| 3Y | -89.3% | -33.7% | -55.6% | -88.0% |
| 5Y | -94.8% | -48.1% | -46.7% | -93.0% |
| All | -100.0% | +78.3% | -178.2% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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