-100.0%
SQQQ vs ARWR
+1,295.2%
-1,395.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.8% | 0.0% |
| 7D | -4.2% | +2.9% | -7.0% | -3.5% |
| 30D | +2.4% | -2.9% | +5.3% | +1.8% |
| 3M | -5.7% | +15.2% | -20.9% | -1.1% |
| 6M | -46.6% | +42.3% | -88.9% | -40.0% |
| YTD | -42.7% | +28.2% | -70.9% | -36.9% |
| 1Y | -52.6% | +213.2% | -265.8% | -33.5% |
| 3Y | -89.8% | +184.6% | -274.5% | -83.4% |
| 5Y | -94.7% | +29.2% | -123.9% | -91.2% |
| 10Y | -100.0% | +1,012.5% | -1,112.5% | -99.9% |
| All | -100.0% | +1,295.2% | -1,395.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling