-100.0%
SQQQ vs AZO
+296.8%
-396.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.7% |
| 7D | +1.8% | -3.6% | +5.4% | -0.9% |
| 30D | +4.2% | -5.6% | +9.7% | -0.3% |
| 3M | -3.3% | -6.6% | +3.4% | -9.0% |
| 6M | -43.6% | -22.5% | -21.1% | -54.2% |
| YTD | -41.9% | -15.2% | -26.7% | -48.8% |
| 1Y | -50.6% | -33.9% | -16.7% | -65.1% |
| 3Y | -89.3% | +11.8% | -101.1% | -87.2% |
| 5Y | -94.8% | +85.5% | -180.3% | -88.5% |
| All | -100.0% | +296.8% | -396.8% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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