-100.0%
SQQQ vs BURL
+247.8%
-347.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.0% |
| 7D | +1.9% | +5.9% | -4.0% | +6.6% |
| 30D | +32.2% | -8.3% | +40.5% | +25.9% |
| 3M | +17.1% | -31.6% | +48.7% | -7.3% |
| 6M | +5.4% | -16.6% | +22.0% | -3.7% |
| YTD | -33.9% | -12.1% | -21.9% | -36.1% |
| 1Y | -31.3% | -10.0% | -21.3% | -32.3% |
| 3Y | -87.6% | +94.3% | -181.9% | -75.3% |
| 5Y | -93.3% | -13.2% | -80.0% | -89.3% |
| 10Y | -100.0% | +252.5% | -352.5% | -99.8% |
| All | -100.0% | +247.8% | -347.8% | -99.8% |
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