-100.0%
SQQQ vs AR
+41.9%
-141.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -3.0% |
| 7D | +1.8% | -2.5% | +4.3% | +1.2% |
| 30D | +4.2% | +2.5% | +1.6% | +4.8% |
| 3M | -3.3% | +12.3% | -15.6% | -0.6% |
| 6M | -43.6% | -3.1% | -40.5% | -44.4% |
| YTD | -41.9% | +11.5% | -53.4% | -40.3% |
| 1Y | -50.6% | +17.0% | -67.7% | -48.1% |
| 3Y | -89.3% | +47.3% | -136.6% | -87.2% |
| 5Y | -94.8% | +141.2% | -236.0% | -92.5% |
| All | -100.0% | +41.9% | -141.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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