-100.0%
SQQQ vs ALLY
+98.8%
-198.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +4.4% |
| 7D | -11.0% | +0.4% | -11.4% | -10.5% |
| 30D | +17.9% | +5.2% | +12.7% | +23.7% |
| 3M | +19.5% | -13.3% | +32.8% | +6.9% |
| 6M | +4.2% | -6.7% | +10.9% | +0.9% |
| YTD | -35.6% | -12.8% | -22.8% | -39.7% |
| 1Y | -37.7% | +0.7% | -38.4% | -33.5% |
| 3Y | -88.0% | +65.2% | -153.3% | -76.2% |
| 5Y | -93.1% | -10.1% | -83.0% | -87.8% |
| 10Y | -100.0% | +177.0% | -276.9% | -99.7% |
| All | -100.0% | +98.8% | -198.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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