-100.0%
SQQQ vs AR
+57.4%
-157.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.8% |
| 7D | -11.0% | +7.4% | -18.4% | -9.4% |
| 30D | +17.9% | +5.8% | +12.2% | +19.7% |
| 3M | +19.5% | +5.2% | +14.3% | +21.2% |
| 6M | +4.2% | +5.4% | -1.2% | +5.5% |
| YTD | -35.6% | +12.4% | -48.0% | -33.6% |
| 1Y | -37.7% | +12.8% | -50.5% | -35.4% |
| 3Y | -88.0% | +47.2% | -135.2% | -85.7% |
| 5Y | -93.1% | +101.1% | -194.3% | -90.4% |
| All | -100.0% | +57.4% | -157.3% | -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