-93.1%
SQQQ vs ALK
-31.3%
-61.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +2.6% |
| 7D | -11.0% | -1.2% | -9.8% | -11.2% |
| 30D | +17.9% | +7.7% | +10.2% | +26.0% |
| 3M | +19.5% | -19.0% | +38.5% | +3.8% |
| 6M | +4.2% | -0.2% | +4.4% | +11.5% |
| YTD | -35.6% | -23.5% | -12.1% | -40.8% |
| 1Y | -37.7% | -9.1% | -28.6% | -32.9% |
| 3Y | -88.0% | +12.0% | -100.1% | -78.0% |
| All | -93.1% | -31.3% | -61.8% | -89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling