-81.4%
SQQQ vs AS
+134.9%
-216.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -3.5% |
| 7D | +14.0% | +6.9% | +7.1% | +18.7% |
| 30D | +48.7% | +16.0% | +32.7% | +62.3% |
| 3M | +25.0% | -12.8% | +37.9% | +16.4% |
| 6M | +7.8% | -15.4% | +23.2% | -0.1% |
| YTD | -27.7% | -15.7% | -11.9% | -30.2% |
| 1Y | -29.0% | +6.1% | -35.1% | -21.2% |
| All | -81.4% | +134.9% | -216.3% | -66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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