-94.7%
SQQQ vs ALLE
+11.9%
-106.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.6% | -2.4% |
| 7D | -2.7% | -2.2% | -0.5% | -5.1% |
| 30D | +2.4% | -8.3% | +10.7% | -7.3% |
| 3M | -8.0% | +16.3% | -24.3% | +11.1% |
| 6M | -43.9% | +1.8% | -45.7% | -42.1% |
| YTD | -42.2% | -3.9% | -38.3% | -44.6% |
| 1Y | -51.8% | -10.0% | -41.8% | -57.5% |
| 3Y | -89.7% | +45.8% | -135.6% | -78.6% |
| 5Y | -94.7% | +13.3% | -108.0% | -88.1% |
| All | -94.7% | +11.9% | -106.6% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling