-43.8%
SQQQ vs ARM
+105.5%
-149.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | +1.4% |
| 7D | -0.9% | +5.5% | -6.4% | +1.7% |
| 30D | -0.3% | -8.2% | +7.9% | -3.5% |
| 3M | +2.7% | -35.9% | +38.7% | -7.7% |
| 6M | -43.8% | +103.1% | -146.9% | -10.5% |
| All | -43.8% | +105.5% | -149.3% | -10.5% |
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