-94.7%
SQQQ vs ARWR
+26.4%
-121.0%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.3% |
| 7D | +4.1% | -4.3% | +8.4% | +2.1% |
| 30D | +4.6% | -7.3% | +11.9% | +1.3% |
| 3M | -10.4% | +17.0% | -27.4% | -2.2% |
| 6M | -42.1% | +39.8% | -81.9% | -29.5% |
| YTD | -40.3% | +24.7% | -65.0% | -30.3% |
| 1Y | -50.2% | +186.5% | -236.7% | -10.8% |
| 3Y | -89.4% | +176.8% | -266.2% | -74.7% |
| 5Y | -94.7% | +29.3% | -124.0% | -87.9% |
| All | -94.7% | +26.4% | -121.0% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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