-50.6%
SQQQ vs AZO
-32.5%
-18.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.6% |
| 7D | +1.8% | -3.6% | +5.4% | +2.4% |
| 30D | +4.2% | -5.6% | +9.7% | +5.0% |
| 3M | -3.3% | -6.6% | +3.4% | -2.6% |
| 6M | -43.6% | -22.5% | -21.1% | -43.0% |
| YTD | -41.9% | -15.2% | -26.7% | -43.4% |
| 1Y | -50.6% | -33.9% | -16.7% | -46.5% |
| All | -50.6% | -32.5% | -18.1% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling