-36.0%
SQQQ vs ALLE
+18.6%
-54.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.5% | -2.6% |
| 7D | +14.6% | +6.7% | +7.9% | +15.2% |
| 30D | +28.9% | +25.4% | +3.5% | +32.6% |
| 3M | +13.1% | +16.9% | -3.8% | +14.3% |
| 6M | -15.2% | +46.6% | -61.8% | -7.5% |
| YTD | -37.0% | +22.4% | -59.4% | -32.4% |
| 1Y | -36.0% | +17.7% | -53.7% | -33.6% |
| All | -36.0% | +18.6% | -54.5% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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