-100.0%
SQQQ vs ALLE
+154.9%
-254.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +2.9% |
| 7D | +4.1% | -2.8% | +6.8% | +0.5% |
| 30D | +4.6% | -10.2% | +14.8% | -8.4% |
| 3M | -10.4% | +17.4% | -27.8% | +10.5% |
| 6M | -42.1% | +3.3% | -45.5% | -38.8% |
| YTD | -40.3% | -4.2% | -36.1% | -43.1% |
| 1Y | -50.2% | -10.5% | -39.6% | -56.4% |
| 3Y | -89.4% | +45.4% | -134.8% | -79.0% |
| 5Y | -94.7% | +11.9% | -106.6% | -89.4% |
| All | -100.0% | +154.9% | -254.8% | -99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling