-36.0%
SQQQ vs ALM
+44.8%
-80.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -3.9% | -2.4% |
| 7D | +14.6% | -6.4% | +20.9% | +12.6% |
| 30D | +28.9% | -35.0% | +63.9% | +15.3% |
| 3M | +13.1% | -33.8% | +46.9% | +3.7% |
| 6M | -15.2% | -55.0% | +39.8% | -25.6% |
| YTD | -37.0% | -0.2% | -36.7% | -35.3% |
| 1Y | -36.0% | +41.8% | -77.7% | -26.6% |
| All | -36.0% | +44.8% | -80.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling