-89.8%
SQQQ vs ALLE
+49.7%
-139.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | -0.2% |
| 7D | -4.2% | +2.8% | -6.9% | -2.2% |
| 30D | +2.4% | -7.6% | +10.1% | -3.2% |
| 3M | -5.7% | +22.8% | -28.4% | +11.6% |
| 6M | -46.6% | +4.6% | -51.2% | -44.1% |
| YTD | -42.7% | -1.2% | -41.5% | -42.4% |
| 1Y | -52.6% | -9.1% | -43.5% | -55.9% |
| 3Y | -89.8% | +50.0% | -139.8% | -82.2% |
| All | -89.8% | +49.7% | -139.5% | -82.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling