-2.6%
SQQQ vs ARM
-2.4%
-0.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | 0.0% |
| 7D | -17.4% | +19.8% | -37.2% | -7.5% |
| 30D | +20.4% | -21.8% | +42.2% | +12.1% |
| 3M | +11.2% | -26.5% | +37.7% | +4.0% |
| 6M | -2.6% | -3.9% | +1.3% | +10.1% |
| All | -2.6% | -2.4% | -0.2% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling