-100.0%
SQQQ vs ALK
-37.3%
-62.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +2.9% |
| 7D | +4.1% | -3.1% | +7.2% | +2.0% |
| 30D | +4.6% | -17.1% | +21.7% | -7.4% |
| 3M | -10.4% | -3.8% | -6.6% | -9.8% |
| 6M | -42.1% | -5.3% | -36.8% | -39.4% |
| YTD | -40.3% | -20.3% | -20.1% | -43.2% |
| 1Y | -50.2% | -36.0% | -14.2% | -58.6% |
| 3Y | -89.4% | +0.8% | -90.2% | -84.7% |
| 5Y | -94.7% | -28.5% | -66.2% | -92.1% |
| All | -100.0% | -37.3% | -62.7% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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