-100.0%
SQQQ vs ASML
+5,854.9%
-5,954.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | +4.6% |
| 7D | -0.9% | +1.1% | -2.0% | +0.4% |
| 30D | -0.3% | +2.2% | -2.5% | +2.7% |
| 3M | +2.7% | -2.3% | +5.0% | +9.1% |
| 6M | -43.8% | +23.0% | -66.8% | -16.9% |
| YTD | -42.9% | +61.1% | -104.0% | +19.8% |
| 1Y | -53.5% | +129.1% | -182.6% | +56.1% |
| 3Y | -89.4% | +165.4% | -254.8% | -34.5% |
| 5Y | -94.7% | +109.5% | -204.1% | -52.2% |
| 10Y | -100.0% | +1,645.7% | -1,745.7% | -91.6% |
| All | -100.0% | +5,854.9% | -5,954.9% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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