-100.0%
SQQQ vs ALLE
+260.9%
-360.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | +0.9% |
| 7D | -0.9% | -0.2% | -0.7% | -1.1% |
| 30D | -0.3% | -6.8% | +6.5% | -8.7% |
| 3M | +2.7% | +21.0% | -18.3% | +31.7% |
| 6M | -43.8% | +1.1% | -44.9% | -42.4% |
| YTD | -42.9% | -0.5% | -42.4% | -42.9% |
| 1Y | -53.5% | -7.3% | -46.3% | -57.5% |
| 3Y | -89.4% | +42.3% | -131.7% | -79.9% |
| 5Y | -94.7% | +13.5% | -108.1% | -89.4% |
| 10Y | -100.0% | +144.0% | -244.0% | -99.6% |
| All | -100.0% | +260.9% | -360.9% | -99.9% |
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