-88.6%
SQQQ vs ARM
+256.1%
-344.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.1% |
| 7D | -17.4% | +19.8% | -37.2% | -8.6% |
| 30D | +20.4% | -21.8% | +42.2% | +12.0% |
| 3M | +11.2% | -26.5% | +37.7% | +3.7% |
| 6M | -2.6% | -3.9% | +1.3% | +14.1% |
| YTD | -37.9% | +82.8% | -120.7% | +5.9% |
| 1Y | -36.2% | +34.3% | -70.5% | -5.4% |
| 3Y | -88.4% | +282.2% | -370.6% | -64.8% |
| All | -88.6% | +256.1% | -344.7% | -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