-99.7%
SQQQ vs ASTS
+513.2%
-612.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.0% | +7.3% | +2.4% |
| 7D | +4.1% | -3.6% | +7.6% | +3.4% |
| 30D | +4.6% | -16.4% | +21.0% | +1.4% |
| 3M | -10.4% | -31.4% | +21.0% | -13.4% |
| 6M | -42.1% | -31.6% | -10.6% | -41.6% |
| YTD | -40.3% | -17.5% | -22.8% | -35.7% |
| 1Y | -50.2% | +59.4% | -109.6% | -35.8% |
| 3Y | -89.4% | +1,460.2% | -1,549.6% | -71.6% |
| 5Y | -94.7% | +413.4% | -508.0% | -84.9% |
| All | -99.7% | +513.2% | -612.9% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling