-50.6%
SQQQ vs ALC
-14.7%
-35.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.7% |
| 7D | +1.8% | -6.3% | +8.1% | +0.9% |
| 30D | +4.2% | -10.3% | +14.4% | +2.6% |
| 3M | -3.3% | -0.7% | -2.6% | -3.0% |
| 6M | -43.6% | -17.8% | -25.8% | -47.8% |
| YTD | -41.9% | -15.8% | -26.1% | -45.4% |
| 1Y | -50.6% | -16.7% | -33.9% | -53.6% |
| All | -50.6% | -14.7% | -35.9% | -53.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling