-89.4%
SQQQ vs AR
+44.6%
-133.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -2.7% | -1.2% | -1.5% | -3.1% |
| 30D | +2.4% | +5.5% | -3.1% | +4.3% |
| 3M | -8.0% | +12.9% | -20.9% | -4.4% |
| 6M | -43.9% | +0.1% | -44.0% | -44.7% |
| YTD | -42.2% | +13.5% | -55.7% | -39.1% |
| 1Y | -51.8% | +21.6% | -73.4% | -46.3% |
| All | -89.4% | +44.6% | -133.9% | -86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling