-100.0%
SQQQ vs ALNY
+1,384.7%
-1,484.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.4% |
| 7D | +1.8% | -6.5% | +8.4% | -0.6% |
| 30D | +4.2% | +11.0% | -6.9% | +8.5% |
| 3M | -3.3% | -14.1% | +10.8% | -7.9% |
| 6M | -43.6% | -22.4% | -21.3% | -48.0% |
| YTD | -41.9% | -37.5% | -4.4% | -50.3% |
| 1Y | -50.6% | -46.9% | -3.7% | -60.1% |
| 3Y | -89.3% | +22.1% | -111.4% | -86.8% |
| 5Y | -94.8% | +31.2% | -126.0% | -92.1% |
| 10Y | -100.0% | +256.3% | -356.3% | -99.9% |
| All | -100.0% | +1,384.7% | -1,484.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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