-100.0%
SQQQ vs ARES
+1,142.5%
-1,242.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +3.9% | -2.1% |
| 7D | -2.7% | -2.7% | 0.0% | -5.1% |
| 30D | +2.4% | -2.4% | +4.8% | +0.5% |
| 3M | -8.0% | +3.9% | -11.9% | -2.0% |
| 6M | -43.9% | +26.4% | -70.3% | -25.6% |
| YTD | -42.2% | -14.9% | -27.3% | -47.2% |
| 1Y | -51.8% | -20.4% | -31.4% | -58.0% |
| 3Y | -89.7% | +38.8% | -128.5% | -78.7% |
| 5Y | -94.7% | +97.0% | -191.7% | -75.8% |
| 10Y | -100.0% | +999.8% | -1,099.8% | -99.3% |
| All | -100.0% | +1,142.5% | -1,242.5% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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