-89.3%
SQQQ vs ARM
+372.0%
-461.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.2% | -6.8% | -0.6% |
| 7D | +1.8% | +5.0% | -3.2% | +4.4% |
| 30D | +4.2% | -2.6% | +6.8% | +3.7% |
| 3M | -3.3% | -22.6% | +19.3% | -8.4% |
| 6M | -43.6% | +120.5% | -164.1% | -3.4% |
| YTD | -41.9% | +142.2% | -184.1% | +5.9% |
| 1Y | -50.6% | +71.2% | -121.8% | -21.8% |
| All | -89.3% | +372.0% | -461.3% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARM.
Daily Out/Under-Performance
Portfolio return minus ARM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARM 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 ARM 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