-50.6%
SQQQ vs ALB
+66.4%
-117.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.4% | +0.9% | -3.7% |
| 7D | +1.8% | -6.6% | +8.4% | -0.4% |
| 30D | +4.2% | -8.1% | +12.3% | +1.6% |
| 3M | -3.3% | -25.7% | +22.4% | -11.1% |
| 6M | -43.6% | -29.5% | -14.2% | -47.2% |
| YTD | -41.9% | -16.2% | -25.7% | -41.6% |
| 1Y | -50.6% | +59.2% | -109.9% | -39.8% |
| All | -50.6% | +66.4% | -117.0% | -39.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling