-89.4%
SQQQ vs ARM
+366.2%
-455.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +2.1% |
| 7D | -4.2% | +11.4% | -15.5% | +1.1% |
| 30D | +2.4% | -7.4% | +9.9% | -0.6% |
| 3M | -5.7% | -24.5% | +18.8% | -10.9% |
| 6M | -46.6% | +128.7% | -175.2% | -6.8% |
| YTD | -42.7% | +139.3% | -182.0% | +3.6% |
| 1Y | -52.6% | +88.0% | -140.6% | -21.5% |
| All | -89.4% | +366.2% | -455.6% | -68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling