-100.0%
SQQQ vs ALLY
+124.8%
-224.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.1% |
| 7D | -0.9% | +3.7% | -4.6% | +2.2% |
| 30D | -0.3% | -2.3% | +2.0% | -1.9% |
| 3M | +2.7% | +3.8% | -1.1% | +7.8% |
| 6M | -43.8% | +9.7% | -53.5% | -37.1% |
| YTD | -42.9% | -1.4% | -41.5% | -41.1% |
| 1Y | -53.5% | +8.2% | -61.8% | -47.1% |
| 3Y | -89.4% | +66.5% | -155.9% | -78.7% |
| 5Y | -94.7% | +1.2% | -95.9% | -89.6% |
| 10Y | -100.0% | +191.4% | -291.4% | -99.7% |
| All | -100.0% | +124.8% | -224.8% | -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