-100.0%
SQQQ vs ALLE
+338.1%
-438.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.5% | +0.3% |
| 7D | -17.4% | +1.6% | -19.0% | -15.4% |
| 30D | +20.4% | +24.1% | -3.7% | +56.9% |
| 3M | +11.2% | +14.8% | -3.6% | +31.4% |
| 6M | -2.6% | +45.9% | -48.5% | +57.1% |
| YTD | -37.9% | +20.7% | -58.7% | -21.4% |
| 1Y | -36.2% | +14.2% | -50.4% | -24.9% |
| 3Y | -88.4% | +90.7% | -179.1% | -68.2% |
| 5Y | -93.4% | +50.6% | -143.9% | -81.3% |
| 10Y | -100.0% | +208.9% | -308.8% | -99.5% |
| All | -100.0% | +338.1% | -438.1% | -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