-99.8%
SQQQ vs ALC
+16.1%
-115.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -3.5% |
| 7D | +1.8% | -6.3% | +8.1% | -5.7% |
| 30D | +4.2% | -10.3% | +14.4% | -8.4% |
| 3M | -3.3% | -0.7% | -2.6% | -4.9% |
| 6M | -43.6% | -17.8% | -25.8% | -56.7% |
| YTD | -41.9% | -15.8% | -26.1% | -53.6% |
| 1Y | -50.6% | -16.7% | -33.9% | -60.9% |
| 3Y | -89.3% | -19.7% | -69.6% | -90.6% |
| 5Y | -94.8% | -19.8% | -75.0% | -93.5% |
| All | -99.8% | +16.1% | -115.9% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling