-94.8%
SQQQ vs ALC
-20.7%
-74.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -3.4% |
| 7D | +1.8% | -6.3% | +8.1% | -5.2% |
| 30D | +4.2% | -10.3% | +14.4% | -7.5% |
| 3M | -3.3% | -0.7% | -2.6% | -4.6% |
| 6M | -43.6% | -17.8% | -25.8% | -56.1% |
| YTD | -41.9% | -15.8% | -26.1% | -53.0% |
| 1Y | -50.6% | -16.7% | -33.9% | -60.5% |
| 3Y | -89.3% | -19.7% | -69.6% | -90.5% |
| All | -94.8% | -20.7% | -74.1% | -93.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling