-100.0%
SQQQ vs ALB
+351.6%
-451.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | -1.2% |
| 7D | -2.7% | -8.6% | +5.9% | -8.9% |
| 30D | +2.4% | -4.0% | +6.5% | -0.5% |
| 3M | -8.0% | -17.4% | +9.4% | -18.1% |
| 6M | -43.9% | -25.4% | -18.6% | -52.4% |
| YTD | -42.2% | -10.5% | -31.7% | -42.1% |
| 1Y | -51.8% | +75.8% | -127.6% | -15.7% |
| 3Y | -89.7% | -28.5% | -61.2% | -88.2% |
| 5Y | -94.7% | -45.1% | -49.6% | -92.7% |
| 10Y | -100.0% | +87.3% | -187.3% | -99.7% |
| All | -100.0% | +351.6% | -451.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling