-37.7%
SQQQ vs AR
+11.3%
-49.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.1% | +3.7% | +3.7% |
| 7D | -11.0% | +7.4% | -18.4% | -12.5% |
| 30D | +17.9% | +5.8% | +12.2% | +15.9% |
| 3M | +19.5% | +5.2% | +14.3% | +17.2% |
| 6M | +4.2% | +5.4% | -1.2% | +1.4% |
| YTD | -35.6% | +12.4% | -48.0% | -34.7% |
| 1Y | -37.7% | +12.8% | -50.5% | -36.5% |
| All | -37.7% | +11.3% | -49.0% | -36.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling