-100.0%
SQQQ vs APA
-38.7%
-61.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | +1.1% |
| 7D | -4.2% | -1.7% | -2.5% | -4.9% |
| 30D | +2.4% | +15.7% | -13.3% | +9.1% |
| 3M | -5.7% | +16.5% | -22.1% | 0.0% |
| 6M | -46.6% | +35.1% | -81.7% | -39.8% |
| YTD | -42.7% | +82.2% | -124.9% | -25.7% |
| 1Y | -52.6% | +102.5% | -155.1% | -34.8% |
| 3Y | -89.8% | +10.3% | -100.1% | -87.6% |
| 5Y | -94.7% | +166.1% | -260.8% | -88.2% |
| 10Y | -100.0% | -4.9% | -95.1% | -99.9% |
| All | -100.0% | -38.7% | -61.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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