-100.0%
SQQQ vs AR
-28.5%
-71.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +1.3% |
| 7D | -17.4% | +6.4% | -23.8% | -16.1% |
| 30D | +20.4% | +3.1% | +17.3% | +21.5% |
| 3M | +11.2% | +3.3% | +7.9% | +12.3% |
| 6M | -2.6% | +6.6% | -9.2% | -1.1% |
| YTD | -37.9% | +12.3% | -50.3% | -36.0% |
| 1Y | -36.2% | +12.3% | -48.5% | -33.9% |
| 3Y | -88.4% | +50.4% | -138.8% | -86.0% |
| 5Y | -93.4% | +101.0% | -194.4% | -90.7% |
| 10Y | -100.0% | +57.5% | -157.4% | -99.9% |
| All | -100.0% | -28.5% | -71.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling