-94.7%
SQQQ vs ALB
-48.1%
-46.5%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.0% | +6.3% | +1.5% |
| 7D | +4.1% | -7.6% | +11.7% | -0.5% |
| 30D | +4.6% | -5.6% | +10.2% | +1.4% |
| 3M | -10.4% | -16.8% | +6.4% | -17.7% |
| 6M | -42.1% | -26.3% | -15.8% | -49.0% |
| YTD | -40.3% | -13.2% | -27.1% | -40.4% |
| 1Y | -50.2% | +68.8% | -119.0% | -21.6% |
| 3Y | -89.4% | -30.7% | -58.7% | -88.1% |
| 5Y | -94.7% | -46.3% | -48.4% | -92.5% |
| All | -94.7% | -48.1% | -46.5% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling