-94.7%
SQQQ vs ALM
+856.4%
-951.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.9% | +1.9% |
| 7D | +4.1% | -7.1% | +11.2% | +3.1% |
| 30D | +4.6% | +24.7% | -20.1% | +8.4% |
| 3M | -10.4% | +8.3% | -18.7% | -7.2% |
| 6M | -42.1% | -22.2% | -19.9% | -40.8% |
| YTD | -40.3% | +88.1% | -128.4% | -32.9% |
| 1Y | -50.2% | +272.4% | -322.5% | -39.3% |
| 3Y | -89.4% | +2,004.1% | -2,093.5% | -84.0% |
| 5Y | -94.7% | +915.8% | -1,010.4% | -92.3% |
| All | -94.7% | +856.4% | -951.1% | -92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling