-100.0%
SQQQ vs ALM
+2,589.2%
-2,689.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.5% | +3.9% | -3.2% |
| 7D | +1.8% | -11.8% | +13.6% | +0.7% |
| 30D | +4.2% | +7.8% | -3.6% | +5.2% |
| 3M | -3.3% | -9.3% | +6.0% | -2.6% |
| 6M | -43.6% | -30.5% | -13.2% | -43.3% |
| YTD | -41.9% | +75.8% | -117.7% | -37.0% |
| 1Y | -50.6% | +241.2% | -291.8% | -43.2% |
| 3Y | -89.3% | +1,872.6% | -1,961.9% | -85.5% |
| 5Y | -94.8% | +849.6% | -944.4% | -93.1% |
| All | -100.0% | +2,589.2% | -2,689.2% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling