-100.0%
SQQQ vs BURL
+206.3%
-306.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +4.1% | -2.1% |
| 7D | -4.2% | -2.6% | -1.6% | -5.7% |
| 30D | +2.4% | -30.8% | +33.2% | -19.5% |
| 3M | -5.7% | -18.7% | +13.0% | -17.1% |
| 6M | -46.6% | -16.4% | -30.2% | -51.2% |
| YTD | -42.7% | -11.6% | -31.1% | -45.2% |
| 1Y | -52.6% | -12.0% | -40.6% | -54.2% |
| 3Y | -89.8% | +63.6% | -153.4% | -82.0% |
| 5Y | -94.7% | -12.6% | -82.1% | -91.6% |
| 10Y | -100.0% | +206.5% | -306.5% | -99.9% |
| All | -100.0% | +206.3% | -306.3% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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