-99.8%
SQQQ vs ALC
+21.6%
-121.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.3% | -2.0% |
| 7D | -4.2% | -3.7% | -0.5% | -8.3% |
| 30D | +2.4% | -3.7% | +6.2% | -2.3% |
| 3M | -5.7% | +4.6% | -10.2% | -1.3% |
| 6M | -46.6% | -14.6% | -32.0% | -57.0% |
| YTD | -42.7% | -11.9% | -30.9% | -51.7% |
| 1Y | -52.6% | -13.1% | -39.4% | -60.6% |
| 3Y | -89.8% | -15.0% | -74.8% | -90.4% |
| 5Y | -94.7% | -16.2% | -78.5% | -93.0% |
| All | -99.8% | +21.6% | -121.4% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ALC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling