-100.0%
SQQQ vs AU
+252.2%
-352.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.5% |
| 7D | +1.8% | -4.3% | +6.1% | +1.1% |
| 30D | +4.2% | +7.3% | -3.2% | +5.7% |
| 3M | -3.3% | +26.3% | -29.6% | +1.7% |
| 6M | -43.6% | +1.8% | -45.4% | -41.6% |
| YTD | -41.9% | +26.8% | -68.7% | -37.3% |
| 1Y | -50.6% | +66.7% | -117.3% | -44.0% |
| 3Y | -89.3% | +579.1% | -668.4% | -84.4% |
| 5Y | -94.8% | +689.3% | -784.1% | -91.9% |
| 10Y | -100.0% | +686.6% | -786.6% | -99.9% |
| All | -100.0% | +252.2% | -352.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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