-100.0%
SQQQ vs ALLE
+342.5%
-442.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +5.0% |
| 7D | -11.0% | +3.6% | -14.5% | -6.7% |
| 30D | +17.9% | +25.9% | -7.9% | +56.3% |
| 3M | +19.5% | +15.8% | +3.7% | +42.5% |
| 6M | +4.2% | +48.1% | -43.9% | +71.3% |
| YTD | -35.6% | +22.0% | -57.6% | -17.5% |
| 1Y | -37.7% | +18.0% | -55.7% | -23.6% |
| 3Y | -88.0% | +93.1% | -181.1% | -66.8% |
| 5Y | -93.1% | +52.1% | -145.2% | -80.3% |
| 10Y | -100.0% | +212.0% | -311.9% | -99.5% |
| All | -100.0% | +342.5% | -442.5% | -99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling