-50.2%
SQQQ vs ARM
+77.4%
-127.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +1.4% |
| 7D | +4.1% | +4.8% | -0.7% | +6.6% |
| 30D | +4.6% | -5.5% | +10.1% | +2.5% |
| 3M | -10.4% | -17.3% | +6.9% | -12.2% |
| 6M | -42.1% | +110.9% | -153.0% | -0.2% |
| YTD | -40.3% | +132.5% | -172.9% | +10.4% |
| 1Y | -50.2% | +64.9% | -115.1% | -28.0% |
| All | -50.2% | +77.4% | -127.6% | -28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling