-100.0%
SQQQ vs ALL
+1,191.1%
-1,291.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | -2.2% |
| 7D | -4.2% | -1.7% | -2.4% | -5.8% |
| 30D | +2.4% | -4.7% | +7.1% | -2.8% |
| 3M | -5.7% | +18.4% | -24.0% | +10.4% |
| 6M | -46.6% | +20.5% | -67.1% | -37.0% |
| YTD | -42.7% | +23.5% | -66.3% | -31.0% |
| 1Y | -52.6% | +29.0% | -81.6% | -40.4% |
| 3Y | -89.8% | +153.7% | -243.5% | -67.9% |
| 5Y | -94.7% | +114.8% | -209.5% | -84.9% |
| 10Y | -100.0% | +356.1% | -456.1% | -99.5% |
| All | -100.0% | +1,191.1% | -1,291.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 all: compounded portfolio wealth divided by compounded ALL 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…
all analysis · Full analysis span regression · 6 months rolling